1-F-5 Optimal Execution Strategy with Variable Liquidation Time(General Session(1))

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概要

• 論文の詳細を見る
• 社団法人日本オペレーションズ・リサーチ学会の論文
• 2005-09-14

著者

• HU Qiying

  College of International Business & Management Shanghai University

• Lu Guibin

  School of Economics and Management, Xidian University

• Lu Guibin

  School Of Economics And Management Xidian University

関連論文

• A New State Feedback Model of Discrete Event Systems
• A New Model for Supervisory Control of Discrete Event Systems
• Optimal control of discrete event systems with discounted criterion
• Properties of the Optimality Equation and Optimal Policies in Discrete Time Markov Decision Processes and Their Applications
• Optimal Control for Resource Allocation in Discrete Event Systems
• 1-F-5 Optimal Execution Strategy with Variable Liquidation Time(General Session(1))

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