Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: A stochastic criterion for the optimal investment process
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
The paper describes an approach to the construction of a criterion suitable for optimization of an investment project. An income growth resulting from realization of the investment project is considered as a time sequence of random variables. Then an expression is derived which characterizes the project cost at a sequence of time intervals it and raises a possibility to find the real income as a random variable. ; Two situations are considered, namely when the investor possesses complete and incomplete information about the economic situation and the corresponding incomes. The obtained results can be used to construct an investment criterion in the case of a vague economic situation.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 8, number 3 (1998) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (1998)
Last modified:
Jul 14, 2025
In our library since:
Dec 22, 2020
Number of object content hits:
237
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/64659
Show description in RDF format:
Show description in OAI-PMH format:
| Edition name | Date |
|---|---|
| A stochastic criterion for the optimal investment process | Jul 14, 2025 |
Objects Similar
Korbicz, Józef (1951- ) Podladchikov, Vladimir Bidyuk, Petro Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Bidyuk, Petro Podladchikov, Vladimir Podladchikova, Iryna Caban, Dariusz - red.
Kaczorek, Tadeusz (1932- ) Triggiani, Roberto- ed. Maksimov, Vyacheslav I. - ed.
Ling, Wei-Ming Rivera, Daniel E. Skliar, Mikhail - red. Ramirez, W. Fred - red.
Duever, Thomas A. Penlidis, Alexander Skliar, Mikhail - red. Ramirez, W. Fred - red.
Yin, K. Karen Li, Xing Bonde, John Richards, Carl Cholwek, Gary Skliar, Mikhail - red. Ramirez, W. Fred - red.
Klein, Eric J. Rivera, Sheyla L. Skliar, Mikhail - red. Ramirez, W. Fred - red.
Tholudur, Arun Ramirez, W. Fred Skliar, Mikhail - red. Ramirez, W. Fred - red.
