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A dynamic allocation rule for the funding of projects and its long-run properties - MaRDI portal

A dynamic allocation rule for the funding of projects and its long-run properties (Q1331562)

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scientific article; zbMATH DE number 622605
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English
A dynamic allocation rule for the funding of projects and its long-run properties
scientific article; zbMATH DE number 622605

    Statements

    A dynamic allocation rule for the funding of projects and its long-run properties (English)
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    21 August 1994
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    dynamic allocation
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    asymptotic optimality
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    martingale
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    allocation rule
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    logarithmic utility function
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    asymptotically optimal outcome sequence
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