Stimulating Prices in a Stochastic Model of Resource Allocation

DOI10.1287/MOOR.8.1.151zbMATH Open0506.90041OpenAlexW2033981942MaRDI QIDQ4744045FDOQ4744045

Authors: D. P. Kennedy 

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

zbMATH Keywords

martingaleLagrange multipliersoptimal allocationgeneral stochastic modelsequential resource allocationrandom discount factorconsumption vs. production allocation problemstimulating prices

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Applications of mathematical programming (90C90) Stochastic programming (90C15)

Cited In (2)

• optimal consump0tion of an investment^†
• A sequential game and envelopes of stochastic processes

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