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Titel:

The Effect of Information in Separable Bayesian Semi-Markov Control Models and its Application to Investment Planning

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Zagst, R.
Nicht-TUM Koautoren:
nein
Kooperation:
-
Abstract:
We consider a separable Bayesian semi-Markov control model to describe economic decisions under uncertainty. Our main interest is to examine the influence of the possibility of learning on the economic decisions and on the total expected return in a multi-period framework. We make use of the concept of Blackwell-sufficiency and apply the results to multi-period investment planing under uncertainty.
Intellectual Contribution:
Discipline-based Research
Zeitschriftentitel:
Mathematical Methods of Operations Research
Jahr:
1995
Band / Volume:
41
Heft / Issue:
3
Seitenangaben Beitrag:
277-288
Sprache:
en
Key publication:
Nein
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
commissioned:
not commissioned
Professional Journal:
Nein
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