Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state

EJ Collins, JM McNamara

Research output: Contribution to journalArticle (Academic Journal)

Translated title of the contributionFinite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
Original languageEnglish
Pages (from-to)122 - 136
JournalAdvances in Applied Probability
Volume30
Publication statusPublished - 1998

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