STOCHASTIC SEQUENTIAL ALLOCATION MODEL

被引：28

作者：

DERMAN, C

LIEBERMAN, GJ

ROSS, SM

机构：

[1] COLUMBIA UNIV,NEW YORK,NY 10027

[2] STANFORD UNIV,STANFORD,CA 94305

[3] UNIV CALIF,BERKELEY,CA 94720

来源：

关键词：

D O I：

10.1287/opre.23.6.1120

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1120 / 1130

页数：11

共 5 条

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[2] ALLOCATION OF RESOURCES TO RANDOMLY OCCURRING OPPORTUNITIES
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POLLOCK, SM
[J]. NAVAL RESEARCH LOGISTICS QUARTERLY, 1967, 14 (04): : 513 - &
[3] OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS
HAKANSSO.NH
[J]. ECONOMETRICA, 1970, 38 (05) : 587 - &
[4] KLINGER A, 1968, 20 US ARM MATH RES C
[5] ON SOME PROBLEMS IN OPERATIONS RESEARCH
SAMUEL, E
[J]. JOURNAL OF APPLIED PROBABILITY, 1970, 7 (01) : 157 - &