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

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  • Yrjö Seppälä

    (Operaatiotutkimustoimisto Seppälä Ky, Helsinki, Finland)

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.

Suggested Citation

  • Yrjö Seppälä, 1967. "Letter to the Editor—Choosing Among Investment Possibilities with Stochastic Pay-Off Minus Expenditure," Operations Research, INFORMS, vol. 15(5), pages 978-979, October.
  • Handle: RePEc:inm:oropre:v:15:y:1967:i:5:p:978-979
    DOI: 10.1287/opre.15.5.978
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