Stimulating Prices in a Stochastic Model of Resource Allocation

DOI10.1287/MOOR.8.1.151MaRDI QIDQ4744045zbMATH OpenOpenAlexFDO

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

consumption vs. production allocation problemgeneral stochastic modelLagrange multipliersmartingaleoptimal allocationrandom discount factorsequential resource allocationstimulating prices

Mathematics Subject Classification ID

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

Cited in

(2)

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

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