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Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy.

John P. LehoczkySuresh P. SethiSteven E. Shreve
Published in: Math. Oper. Res. (1983)
Keyphrases
  • dynamic programming
  • constraint satisfaction
  • decision making
  • worst case
  • optimal control
  • scheduling policies
  • electricity consumption
  • geometric constraints
  • revenue management