Dynamic optimization with asymetrical penalties
ISSN: 2255-5471
Ano de publicación: 1990
Número: 3
Tipo: Documento de traballo
Outras publicacións en: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
Resumo
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.