Letter to the Editor—Choosing Among Investment Possibilities with Stochastic Pay-Off Minus Expenditure

Yrjö Seppälä
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Yrjö Seppälä: Operaatiotutkimustoimisto Seppälä Ky, Helsinki, Finland

Operations Research, 1967, vol. 15, issue 5, 978-979

Abstract: A multiperiod investment problem with stochastic pay-off minus expenditure is described. This problem can be solved by the method for solving discrete optimization problems of Lawler and Bell.

Date: 1967
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