Dynamic programming for non-additive stochastic objectives

Hiroyuki Ozaki and Peter Streufert

Journal of Mathematical Economics, 1996, vol. 25, issue 4, 391-442

Date: 1996
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Working Paper: Dynamic Programming for Non-Additive Stochastic Objectives (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:mateco:v:25:y:1996:i:4:p:391-442

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