AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS (Q3824065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS |
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AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS (English)
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1989
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stochastic models
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optimal sequential allocation of resources
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martingales
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supermartingale
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convex utility function
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logarithmic utility function
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