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Negative dynamic programming with non-additively time-separable objectives

Luigi Montrucchio and Fabio Privileggi
Year of publication:
[2024]
Authors: Montrucchio, Luigi ; Privileggi, Fabio
Publisher: Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics "Cognetti de Martiis"
Subject: Negative Dynamic Programming | Non-Additive Recursive Objective | Bellman Equation | Strongly Concave Functionals | Mathematische Optimierung | Mathematical programming | Theorie | Theory
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