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

DOI10.1016/0377-2217(94)90014-0zbMath0806.90006OpenAlexW2043776460MaRDI QIDQ1331562

Wolfgang Stadje

Publication date: 21 August 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90014-0

zbMATH Keywords

martingaledynamic allocationasymptotic optimalityallocation ruleasymptotically optimal outcome sequencelogarithmic utility function

Mathematics Subject Classification ID

Cites Work

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• Dynamic programming and stochastic control
• Sequential binary investment decisions. A Bayesian approach
• Stochastically maximizing the number of successes in a sequential assignment problem

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