Markov Branching Decision Chains with Interest-Rate-Dependent Rewards

DOI10.1017/S0269964800003715zbMath1335.91121OpenAlexW1980094832MaRDI QIDQ2805311

Ying Huang, Arthur F. jun. Veinott

Publication date: 11 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800003715

Mathematics Subject Classification ID

Linear programming (90C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Financial applications of other theories (91G80)

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