The Discrete Sell or Hold Problem with Constraints on Asset Values
Computer Science and Game Theory
2014-07-24 v1
Abstract
The discrete sell or hold problem (DSHP), which is introduced in \cite{H12}, is studied under the constraint that each asset can only take a constant number of different values. We show that if each asset can take only two values, the problem becomes polynomial-time solvable. However, even if each asset can take three different values, DSHP is still NP-hard. An approximation algorithm is also given under this setting.
Cite
@article{arxiv.1407.6131,
title = {The Discrete Sell or Hold Problem with Constraints on Asset Values},
author = {Ye Du},
journal= {arXiv preprint arXiv:1407.6131},
year = {2014}
}