Dynamic optimization with asymetrical penalties
ISSN: 2255-5471
Any de publicació: 1990
Número: 3
Tipus: Document de treball
Altres publicacions en: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
Resum
In this paper we discuss about dynamic programming models with a quadratic objetive function. An extension is suggested to relax the hypothesis of symmetric penalties. The extended model allows for a more accurate modelling of preferences.