Dynamic optimization with asymetrical penalties
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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| Formato: | informe técnico |
| Fecha de publicación: | 1990 |
| País: | España |
| Recursos: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | español |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/63940 |
| Acesso em linha: | https://hdl.handle.net/20.500.14352/63940 |
| Access Level: | acceso abierto |
| Palavra-chave: | Optimización matemática Análisis matemático Econometría (Economía) 1202 Análisis y Análisis Funcional 5302 Econometría |
| 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. |
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