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Stochastic Optimal Growth Model with S-Shaped Utility Function

Sergei Mironov, Alexey Faizliev, Sergei Sidorov, Alexandre Gudkov. Stochastic Optimal Growth Model with S-Shaped Utility Function. In Alexandr Kononov, Igor Bykadorov, Oleg Khamisov, Ivan Davydov, Polina Kononova, editors, Supplementary Proceedings of the 9th International Conference on Discrete Optimization and Operations Research and Scientific School (DOOR 2016), Vladivostok, Russia, September 19 - 23, 2016. Volume 1623 of CEUR Workshop Proceedings, pages 234-241, CEUR-WS.org, 2016. [doi]

Authors

Sergei Mironov

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Alexey Faizliev

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Sergei Sidorov

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Alexandre Gudkov

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