AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS

DOI10.15807/JORSJ.32.1MaRDI QIDQ3824065zbMATH OpenOpenAlexFDO

Authors Tohru Nitta

Publication date 1989

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1ad70af0c9a4524f210d36357920ff8ffbe113d1

zbMATH Keywords

martingalesstochastic modelssupermartingalelogarithmic utility functionconvex utility functionoptimal sequential allocation of resources

Mathematics Subject Classification ID

Utility theory (91B16) Economic growth models (91B62)

Recommendations

• An Analysis of a Stochastic Resource Allocation Model with a Nonnegative Production Function
• DYNAMIC STOCHASTIC GAMES OF RESOURCE ALLOCATION BETWEEN PRODUCTION AND CONSUMPTION
• scientific article; zbMATH DE number 3974677
• optimal consump0tion of an investment^†
• Multistage stochastic game-theoretic problems of resource and rewards allocation

Cited in

(2)

• scientific article; zbMATH DE number 3974677 (Why is no real title available?)
• A stochastic analysis of resource sharing with logarithmic weights

This page was built for publication: AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3824065)