Scientific Research An Academic Publisher
OPEN ACCESS
Add your e-mail address to receive free newsletters from SCIRP.
Select Journal AA AAD AAR AASoci AAST ABB ABC ABCR ACES ACS ACT AD ADR AE AER AHS AID AiM AIT AJAC AJC AJCC AJCM AJIBM AJMB AJOR AJPS ALAMT ALC ALS AM AMI AMPC ANP APD APE APM ARS ARSci AS ASM BLR CC CE CellBio ChnStd CM CMB CN CRCM CS CSTA CUS CWEEE Detection EMAE ENG EPE ETSN FMAR FNS GEP GIS GM Graphene GSC Health IB ICA IIM IJAA IJAMSC IJCCE IJCM IJCNS IJG IJIDS IJIS IJMNTA IJMPCERO IJNM IJOC IJOHNS InfraMatics JACEN JAMP JASMI JBBS JBCPR JBiSE JBM JBNB JBPC JCC JCDSA JCPT JCT JDAIP JDM JEAS JECTC JEMAA JEP JFCMV JFRM JGIS JHEPGC JHRSS JIBTVA JILSA JIS JMF JMGBND JMMCE JMP JPEE JQIS JSBS JSEA JSEMAT JSIP JSS JSSM JST JTR JTST JTTs JWARP LCE MC ME MI MME MNSMS MPS MR MRC MRI MSA MSCE NJGC NM NR NS OALib OALibJ ODEM OJA OJAB OJAcct OJAnes OJAP OJApo OJAppS OJAPr OJAS OJBD OJBIPHY OJBM OJC OJCB OJCD OJCE OJCM OJD OJDer OJDM OJE OJEE OJEM OJEMD OJEpi OJER OJF OJFD OJG OJGas OJGen OJI OJIC OJIM OJINM OJL OJM OJMC OJMetal OJMH OJMI OJMIP OJML OJMM OJMN OJMP OJMS OJMSi OJN OJNeph OJO OJOG OJOGas OJOp OJOph OJOPM OJOTS OJPathology OJPC OJPChem OJPed OJPM OJPP OJPS OJPsych OJRA OJRad OJRD OJRM OJS OJSS OJSST OJST OJSTA OJTR OJTS OJU OJVM OPJ POS PP PST PSYCH SAR SCD SGRE SM SN SNL Soft SS TEL TI UOAJ VP WET WJA WJCD WJCMP WJCS WJET WJM WJNS WJNSE WJNST WJV WSN YM
More>>
E. Bayraktar and M. Ludkovski, “Inventory Management with Partially Observed Nonstationary Demand,” Annals of Operations Research, Vol. 176, No. 1, 2010, pp. 7-39. doi:10.1007/s10479-009-0513-8
has been cited by the following article:
TITLE: General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets
AUTHORS: Moawia Alghalith
KEYWORDS: Stochastic, Incomplete Markets, Investment
JOURNAL NAME: Applied Mathematics, Vol.2 No.4, March 31, 2011
ABSTRACT: In this paper, we provide general closed-form solutions to the incomplete-market random-coefficient dynamic optimization problem without the restrictive assumption of exponential or HARA utility function. Moreover, we explicitly express the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal portfolio.
Related Articles:
Research Report on Inventory Management of the Reserve Grain Management Corporation
Jianjun Zou
DOI: 10.4236/me.2019.103056 592 Downloads 1,022 Views Citations
Pub. Date: March 22, 2019
Operations Research Techniques in Management of Samples Transport to the Clinical Laboratory
Ventura Pedret Salvador, Rovirosa Reverte Monica, Triviño Molla Carmen, Solé Llop Esther
DOI: 10.4236/oalib.1101195 998 Downloads 1,534 Views Citations
Pub. Date: December 10, 2014
Research on Tax Collection and Management System of E-Commerce
Aizhen Li
DOI: 10.4236/ajibm.2018.811150 1,133 Downloads 1,950 Views Citations
Pub. Date: November 29, 2018
Inventory and Regularity of Annals Publications of Lubumbashi Higher Institute for Statistics (Dr. Congo) from 1990 to 2015
Khang Ndipa Sabine, Abelelau Bokako Sosthene, Tshari Ngoie Hortance
DOI: 10.4236/oalib.1103640 430 Downloads 751 Views Citations
Pub. Date: July 20, 2017
Operations Management of Mobike in China
Zhen Li
DOI: 10.4236/ojbm.2018.63052 1,012 Downloads 1,983 Views Citations
Pub. Date: July 13, 2018