Decision policies minimizing risk in a multistage betting game
β Scribed by Amnon Rapoport; William E. Stein
- Publisher
- Elsevier Science
- Year
- 1974
- Tongue
- English
- Weight
- 862 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0022-2496
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract Under the Basel II Accord, banks and other authorized depositβtaking institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of valueβatβrisk (VaR) models to measure risk. Sometimes the risk esti
This paper deals with the problem of designing realistic policy decisions in a Multistage Production-Inventory System (MPIS). First Modal Control Theory has been utilised for the synthesis of control policies in a two-stage production-inventory system. The structure of the resultant control policies