Market Value Maximization and Markov Dynamic Programming

DOI10.1287/MNSC.29.5.583MaRDI QIDQ3659554zbMATH OpenOpenAlexFDO

Authors R. C. Grinold

Publication date 1983

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.29.5.583

zbMATH Keywords

estimation of state-contingent pricesfinanceinfinite horizon decision modelmaximizing a firm's market valuesolution technique

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90) Mathematical economics (91B99)

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