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

DOI10.15807/JORSJ.32.1zbMATH Open0671.90007OpenAlexW581093184MaRDI QIDQ3824065FDOQ3824065

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

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zbMATH Keywords

martingalesstochastic modelssupermartingalelogarithmic utility functionconvex utility functionoptimal sequential allocation of resources

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• A stochastic analysis of resource sharing with logarithmic weights

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