how to solve stochastic dynamic programming?

16 次查看(过去 30 天)
Hi anyone able to help me with stochatic dynamic programming code? hoping to solve a stochastic dynamic optimization problem with backward recursion. My equation is in the form of the loss aversion utility (kahneman and Tverskey) and can be readily transformed to the form of the Bellman equation. cheers

回答(0 个)

类别

Help CenterFile Exchange 中查找有关 MATLAB 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by