Stimulating Prices in a Stochastic Model of Resource Allocation
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Publication:4744045
DOI10.1287/moor.8.1.151zbMath0506.90041MaRDI QIDQ4744045
Publication date: 1983
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.8.1.151
Lagrange multipliers; martingale; optimal allocation; general stochastic model; sequential resource allocation; random discount factor; consumption vs. production allocation problem; stimulating prices
90C90: Applications of mathematical programming
90C15: Stochastic programming
90B50: Management decision making, including multiple objectives
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