Sercu, Piet (contributor); Uppal, Raman (contributor); … - 1999 - [Elektronische Ressource]
independent period-by-period allocation problems of the following form:
3
Max
x
11
(t),x
21
(t)
2
∑
k=1
[]
[c
k0
(t)–m
0
]
1 …–ε
[c
k1
(t)–m
1
]
ε
1–η
1–η
(1.1a)
subject to c
1g
(t) = q
1g
(t) +
x
2g
(t)
1+t
– x
1g
(t) , g = {0, 1}, (1.1b)
c …
2g
(t) = q
2g
(t) +
x
1g
(t)
1+t
– x
2g
(t) , g = {0, 1}, (1.1c)
x
kg
(t) ≥ 0 , k = 1, 2 . (1.1d)
where:
c
kg
(t …