Dynamic Optimization

Felix Geiger

Chapter Appendix A in The Yield Curve and Financial Risk Premia, 2011, pp 269-272 from Springer

Abstract: Abstract In a dynamic setting, the task is to find the entire path of some choice or control variable ut = 0∞ which maximizes the infinite sum of a objective function r(xt, ut).

Date: 2011
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DOI: 10.1007/978-3-642-21575-9_9

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