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Bellman equation
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91	Sequential decision problems, dependently typed solutions Nicola Botta1 , Cezar Ionescu1 , and Edwin Brady2 1 Potsdam Institute for Climate Impact Research, Telegrafenberg A31, 14473 Add to Reading List Source URL: eb.host.cs.st-andrews.ac.uk Language: English - Date: 2013-06-25 15:30:23 Systems theory Software engineering Dynamic programming Control theory Procedural programming languages Bellman equation Function ALGOL 68 Monad Mathematical optimization Mathematics Equations
92	Social Insurance, Information Revelation, and Lack of Commitment Mikhail Golosov Princeton Luigi Iovino Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2014-11-07 05:57:57 Control theory Mechanism design Social choice theory Bellman equation Revelation principle Systems theory Cybernetics Problem solving Game theory Mathematical optimization Equations
93	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2012-04-11 20:14:07 Mathematics Equations Convex optimization Optimal control Linear programming Dynamic programming Stochastic optimization Bellman equation Harmony search Mathematical optimization Operations research Applied mathematics
94	Journal of Artificial Intelligence Research[removed] Submitted 10/07; published[removed]Graphical Model Inference in Optimal Control of Stochastic Multi-Agent Systems Add to Reading List Source URL: www.jair.org Language: English - Date: 2008-05-16 12:07:44 Stochastic control Optimal control Dynamic programming Mathematical optimization Linear-quadratic-Gaussian control Path integral formulation Normal distribution Hamilton–Jacobi–Bellman equation Markov decision process Control theory Statistics Mathematics
95	Dr Joern Meissner Department of Management Science PhD Course – Foundations of Optimization Module Leader and Lecturer Joern Meissner, PhD (Columbia Business School) Add to Reading List Source URL: www.meiss.com Language: English - Date: 2009-02-19 04:56:47 Mathematical sciences Convex optimization Convex analysis Linear programming Nonlinear programming Optimal control Duality Optimal design Bellman equation Mathematical optimization Statistics Operations research
96	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2012-04-11 20:14:07 Mathematics Equations Convex optimization Optimal control Linear programming Dynamic programming Stochastic optimization Bellman equation Harmony search Mathematical optimization Operations research Applied mathematics
97	Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:44:17 Asymmetric information Financial risk Dynamic programming Hamilton–Jacobi–Bellman equation Optimal control Principal–agent problem Mathematical optimization Risk aversion Control theory Economics Statistics
98	Motivation Our Problem Time Inconsistency Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 16:58:30 Cybernetics Dynamic programming Stochastic control Hamilton–Jacobi–Bellman equation Mathematical optimization Control theory Optimal control Systems theory
99	The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich Bachelier Congress Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-16 16:08:35 Systems theory Mathematical optimization Martingale theory Stochastic processes Operations research Bellman equation Semimartingale Dynamic programming Martingale Statistics Control theory Equations
100	Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:13:06 Hamilton–Jacobi–Bellman equation Futures contract Steven E. Shreve Mathematics Stochastic control Optimal control Dynamic programming

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