Dynamic optimization with asymetrical penalties
ISSN: 2255-5471
Argitalpen urtea: 1990
Zenbakia: 3
Mota: Laneko dokumentua
Beste argitalpen batzuk: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
Laburpena
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.