Dynamic optimization with asymetrical penalties

Miguel Jerez

No 90-03, Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Abstract: 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.

Keywords: Optimización; matemática. (search for similar items in EconPapers)
Pages: 8 pages
Date: 1990
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