Market Value Maximization and Markov Dynamic Programming

DOI10.1287/MNSC.29.5.583zbMATH Open0513.90084OpenAlexW2076762960MaRDI QIDQ3659554FDOQ3659554

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

financesolution techniqueestimation of state-contingent pricesinfinite horizon decision modelmaximizing a firm's market value

Mathematics Subject Classification ID

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

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