Risk functions in multidimensional stock control models that function in a random Markov environment

DOI10.1023/B:CASA.0000047880.03985.55zbMath1091.90076MaRDI QIDQ2574230

A. Klodzinska, A. A. Voina

Publication date: 18 November 2005

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

Markov processrandom environmentrisk functionstock control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

Asymptotic optimization for stochastic models based on a compound Poisson process ⋮ Dynamic risk control in multidimensional Markov models

This page was built for publication: Risk functions in multidimensional stock control models that function in a random Markov environment