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Dynamic optimization with asymetrical penalties

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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.

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  • Miguel Jerez Méndez, 1990. "Dynamic optimization with asymetrical penalties," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 90-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:90-03
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    Keywords

    Optimización matemática.;

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