A problem of optimal sequential investing

被引:0
|
作者
Yagnyatinskii, EV [1 ]
机构
[1] Moscow State Univ, Moscow, Russia
关键词
D O I
10.1070/RM1997v052n04ABEH002077
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
[No abstract available]
引用
收藏
页码:850 / 851
页数:2
相关论文
共 50 条
  • [21] Dynamic Information Design: A Simple Problem on Optimal Sequential Information Disclosure
    Farzaneh Farhadi
    Demosthenis Teneketzis
    Dynamic Games and Applications, 2022, 12 : 443 - 484
  • [22] SCOP: a Sequential Constraint-free Optimal control Problem algorithm
    Rousseau, G.
    Tran, Q. H.
    Sinoquet, D.
    2008 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-11, 2008, : 273 - 278
  • [23] An optimal sequential procedure for a buying-selling problem with independent observations
    Sofronov, G.
    Keith, Jonathan M.
    Kroese, Dirk P.
    JOURNAL OF APPLIED PROBABILITY, 2006, 43 (02) : 454 - 462
  • [24] Optimal organization in a sequential investment problem with the principal's cancellation option
    Tamada, Yasunari
    Tsai, Tsung-Sheng
    INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION, 2007, 25 (03) : 631 - 641
  • [25] Sequential Time-Optimal Algorithm for Extended Path Tracking Problem
    Csorvasi, Gabor
    Vajk, Istvan
    JOURNAL OF DYNAMIC SYSTEMS MEASUREMENT AND CONTROL-TRANSACTIONS OF THE ASME, 2020, 142 (08):
  • [26] An Exact Sequential Linear Programming Algorithm for the Optimal Power Flow Problem
    Mhanna, Sleiman
    Mancarella, Pierluigi
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2022, 37 (01) : 666 - 679
  • [27] Dynamic Information Design: A Simple Problem on Optimal Sequential Information Disclosure
    Farhadi, Farzaneh
    Teneketzis, Demosthenis
    DYNAMIC GAMES AND APPLICATIONS, 2022, 12 (02) : 443 - 484
  • [28] Max-min optimal investing
    Ordentlich, E
    Cover, TM
    PROCEEDINGS OF THE IEEE/IAFE 1996 CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING (CIFER), 1996, : 127 - 133
  • [29] Risk inflation of sequential tests controlled by alpha investing
    Foster, Dean P.
    Stine, Robert A.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (18) : 3613 - 3627
  • [30] ARE CONVERTIBLES ANSWER TO YOUR INVESTING PROBLEM
    MARKSTEIN, DL
    VETERINARY MEDICINE & SMALL ANIMAL CLINICIAN, 1975, 70 (05): : 618 - &