Dynamic optimization with asymetrical penalties
ISSN: 2255-5471
Datum der Publikation: 1990
Nummer: 3
Art: Arbeitsdokument
Andere Publikationen in: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
Zusammenfassung
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.