A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty

DOI10.2307/1913583zbMath0301.90002OpenAlexW2048879037MaRDI QIDQ4055349

George A. Hay, Charles C. Holt

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://scholarship.law.cornell.edu/facpub/1162

Mathematics Subject Classification ID

Decision theory (91B06) Economic time series analysis (91B84)

Related Items (6)

Optimal output inventory decisions in stochastic markets ⋮ Measuring dynamic efficiency under risk aversion ⋮ Evaluating dynamic efficiency by optimal control ⋮ Linear allocation rules under uncertainty ⋮ Informetric analysis of dynamic decision rules in applied economic models: a selective survey ⋮ On the optimality of output inventory decisions of a firm under imperfect stochastic markets

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