Document Zbl 1231.90339

from until

One-Line Search

add line

Document Type:

Journal Articles

Collection Articles

Books

arXiv Preprints

Document Type:

Journal Articles

Collection Articles

Books

arXiv Preprints

Reset all

New Multi-Line Search

Help

Examples

Geometry Search for the term Geometry in any field. Queries are case-independent.

Funct* Wildcard queries are specified by * (e.g. functions, functorial, etc.). Otherwise the search is exact.

"Topological group" Phrases (multi-words) should be set in "straight quotation marks".

au: Bourbaki & ti: Algebra Search for author and title. The and-operator & is default and can be omitted.

Chebyshev | Tschebyscheff The or-operator | allows to search for Chebyshev or Tschebyscheff.

Quasi* map* py: 1989 The resulting documents have publication year 1989.

so: Eur* J* Mat* Soc* cc: 14 Search for publications in a particular source with a Mathematics Subject Classification code (cc) in 14.

"Partial diff* eq*" ! elliptic The not-operator ! eliminates all results containing the word elliptic.

dt: b & au: Hilbert The document type is set to books; alternatively: j for journal articles, a for book articles.

py: 2000-2015 cc: (94A | 11T) Number ranges are accepted. Terms can be grouped within (parentheses).

la: chinese Find documents in a given language. ISO 639-1 language codes can also be used.

Fields

any	anywhere
an	internal document identifier
au	author, editor
ai	internal author identifier
ti	title
la	language
so	source
ab	review, abstract
py	publication year
rv	reviewer
cc	MSC code
ut	uncontrolled term
dt	document type (j: journal article; b: book; a: book article)

Operators

a & b	logic and
a \| b	logic or
!ab	logic not
abc*	right wildcard
"ab c"	phrase
(ab c)	parentheses

Discrete dynamic programming and capital allocation. (English) Zbl 1231.90339

Management Sci., Theory 15, 494-505 (1969).

Summary: Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner and Ness by including multilevel projects, reinvesting returns, borrowing and lending, capital deferrals, and project interactions. We are able to handle dynamic programming models with several state variables because the optimal returns are monotone non-decreasing step functions. Computational experience with a variety of problems is reported.

Cited in 43 Documents

MSC:

90C29	Multi-objective and goal programming
90C10	Integer programming
91B32	Resource and cost allocation (including fair division, apportionment, etc.)

Cite Review PDF

Full Text: DOI