A model for speculation in a dynamic economy (Q3835662)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model for speculation in a dynamic economy |
scientific article |
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A model for speculation in a dynamic economy (English)
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20 April 1995
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stochastic search
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optimal stopping rule
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speculation strategies
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dynamic economy
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Markov chain
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discrete time Markov decision process
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optimal strategies
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control limit policy
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computation of optimal strategies
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closed-form solutions
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