Solution of the dynamic programming equation for a trading problem∗
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Publication:4836765
DOI10.1080/02331939508844074zbMath0821.90038MaRDI QIDQ4836765
Publication date: 21 June 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939508844074
market models; stationary Markov process; trading problem; infinite period, discounted, one- commodity stock-exchange problem
90C39: Dynamic programming
91B26: Auctions, bargaining, bidding and selling, and other market models
Cites Work