Dynamic optimization with asymetrical penalties
| dc.contributor.author | Jerez Méndez, Miguel | |
| dc.date.accessioned | 2023-06-21T01:32:34Z | |
| dc.date.available | 2023-06-21T01:32:34Z | |
| dc.date.issued | 1990 | |
| dc.description.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. | |
| dc.description.department | Decanato | |
| dc.description.faculty | Fac. de Ciencias Económicas y Empresariales | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/25445 | |
| dc.identifier.isbn | 2255-5471 | |
| dc.identifier.officialurl | https://economicasyempresariales.ucm.es/working-papers-ccee | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/63940 | |
| dc.issue.number | 03 | |
| dc.language.iso | spa | |
| dc.page.total | 11 | |
| dc.publication.place | Madrid | |
| dc.publisher | Universidad Complutense de Madrid | |
| dc.relation.ispartofseries | Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales | |
| dc.rights | Atribución-NoComercial-CompartirIgual 3.0 España | |
| dc.rights.accessRights | open access | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/3.0/es/ | |
| dc.subject.keyword | Optimización matemática | |
| dc.subject.ucm | Análisis matemático | |
| dc.subject.ucm | Econometría (Economía) | |
| dc.subject.unesco | 1202 Análisis y Análisis Funcional | |
| dc.subject.unesco | 5302 Econometría | |
| dc.title | Dynamic optimization with asymetrical penalties | |
| dc.type | technical report | |
| dc.type.hasVersion | VoR | |
| dc.volume.number | 1990 | |
| dcterms.references | Ghow, G., 1975, Anaysis and control of dynamic economic systems (John Willey & Sons, New York). Friedman, B.M., 1972, Optimal economic stabilization policy: an extended framework, Journal of Political Economy, 80, 1002-1022. Kendrick, D.A., 1988, Feedback: a new framenwork for macroeconomic policy (Kluwer Academic Publishers, Dordretch). Lee, Sang M., 1972, Goal programming for decision analysis (Auerbach Publishers, Philadelphia). Wolfe, P., 1959, The simplex method for quadratic programming, Econometrica, 27, 382-398. | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | fdb804b2-ac97-4a0a-bd74-9414c4b86042 | |
| relation.isAuthorOfPublication.latestForDiscovery | fdb804b2-ac97-4a0a-bd74-9414c4b86042 |
Download
Original bundle
1 - 1 of 1
