Solution of the dynamic programming equation for a trading problem∗
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Publication:4836765
DOI10.1080/02331939508844074zbMath0821.90038OpenAlexW2061384075MaRDI 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 modelsstationary Markov processtrading probleminfinite period, discounted, one- commodity stock-exchange problem
Dynamic programming (90C39) Auctions, bargaining, bidding and selling, and other market models (91B26)
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