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Resource allocation with stochastic optimal control approach

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Publication:291338
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DOI10.1007/S10479-014-1653-ZzbMath1337.90078OpenAlexW2325963248MaRDI QIDQ291338

Haleh Valian, Davood Golmohammadi, Mohsen A. Jafari

Publication date: 7 June 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1653-z


zbMATH Keywords

optimizationresource allocationstochasticdecision system


Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)


Related Items (1)

Formulation and solution of an optimal control problem for industrial project control




Cites Work

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  • Neuro-dynamic trading methods
  • A dynamic stochastic programming model for international portfolio management
  • Adaptive stock trading with dynamic asset allocation using reinforcement learning
  • Portfolio selection with imperfect information: A hidden Markov model
  • Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs
  • On optimal portfolio choice under stochastic interest rates




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