how to solve stochastic dynamic programming?

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parisa lotfi
parisa lotfi el 9 de Feb. de 2017
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

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