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

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Translated title of the contribution	Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
Original language	English
Pages (from-to)	122 - 136
Journal	Advances in Applied Probability
Volume	30
Publication status	Published - 1998

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@article{c113951dc4464465a8707166a4a356e2,

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

author = "EJ Collins and JM McNamara",

year = "1998",

language = "English",

volume = "30",

pages = "122 -- 136",

journal = "Advances in Applied Probability",

issn = "0001-8678",

publisher = "Cambridge University Press",

}