Dynamic programming for non-additive stochastic objectives

Journal of Mathematical Economics

Volumn 25, Issue 4, 1996, Pages 391-442

  Ozaki, Hiroyuki ^a   Streufert, Peter A ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Aggregator; Certainty equivalent; Dynamic programming; Growthi; Impatience; Non additive stochastic objectives

Indexed keywords

EID: 0030521565     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4068(95)00737-7     Document Type: Article

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