Market Value Maximization and Markov Dynamic Programming

DOI10.1287/MNSC.29.5.583MaRDI QIDQ3659554zbMATHzbMATHOpenAlexFDO

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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