Bellman equation

Results: 180



#Item
101Game theory / General equilibrium theory / Economic model / Supply and demand / Yield curve / Cox–Ingersoll–Ross model / Bellman equation / Louis Bachelier / Quantitative analyst / Economics / Terminology / Mathematical finance

Term structure Existing term structure models Our approach The Model Dynamic programming Finite number of different consumption commitments

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 12:06:18
102Optimal control / Mathematical optimization / Data analysis / Probability theory / Variance / Harry Markowitz / Hamilton–Jacobi–Bellman equation / Statistics / Control theory / Economics

Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:12:41
103Hamilton–Jacobi–Bellman equation / Optimal control / Differential equation / Mathematical analysis / Mathematics / Stochastic control / Partial differential equations / Dynamic programming

The model The HJB equation CRRA utility

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 13:04:52
104Systems theory / Software engineering / Dynamic programming / Control theory / Procedural programming languages / Bellman equation / Function / ALGOL 68 / Monad / Mathematical optimization / Mathematics / Equations

Sequential decision problems, dependently typed solutions Nicola Botta1 , Cezar Ionescu1 , and Edwin Brady2 1 Potsdam Institute for Climate Impact Research, Telegrafenberg A31, 14473

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Source URL: ceur-ws.org

Language: English - Date: 2013-07-06 08:56:05
105Control theory / Systems theory / Equations / Decision theory / Dynamic programming / Loss function / Instructional design / Bellman equation / Operations research / Statistics / Mathematical optimization

MODELS FOR OPTIMIZING THE LEARN~NG PROCESS

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Source URL: suppes-corpus.stanford.edu

Language: English - Date: 2008-10-01 19:56:04
106Systems theory / Mathematics / Applied mathematics / Dynamic programming / Optimal control / Bellman equation / Linear programming / Economic model / Spark spread / Mathematical optimization / Operations research / Equations

PRICING ENERGY DERIVATIVES BY LINEAR PROGRAMMING: TOLLING AGREEMENT CONTRACTS Valeriy Ryabchenko and Stan Uryasev Risk Management and Financial Engineering Lab Department of Industrial and Systems Engineering

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Source URL: www.ise.ufl.edu

Language: English - Date: 2013-06-15 17:47:19
107Cybernetics / Operations research / Dynamic programming / Optimal control / Equations / Neil Chriss / Hamilton–Jacobi–Bellman equation / Bellman equation / Economic model / Control theory / Mathematical optimization / Systems theory

Optimality Algmren Chriss Alfonsi Schied

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-03-27 09:32:11
108Finance / Capital asset pricing model / Demand for money / Inflation / Beta / Fama–French three-factor model / Bellman equation / Consumption-based capital asset pricing model / Money supply / Financial economics / Mathematical finance / Economics

MONEY AND THE (C)CAPM: THEORY AND EVALUATION MARCH[removed]Ronald J. Balvers

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Source URL: www.be.wvu.edu

Language: English - Date: 2005-01-12 10:07:53
109Mathematical optimization / Equations / Dynamic programming / Operations research / Optimal control / Markov decision process / Bayesian network / Variable / Bellman equation / Statistics / Mathematics / Control theory

Selecting Strategies for Infinite-Horizon Dynamic LIMIDs Marcel A.J. van Gerven Institute for Computing and Information Sciences Radboud University Nijmegen Toernooiveld[removed]ED Nijmegen, The Netherlands

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Source URL: www.utia.cas.cz

Language: English - Date: 2008-12-17 13:50:27
110Statistical theory / Dynamic programming / Markov processes / Markov models / Bellman equation / Markov decision process / Conditional entropy / Kullback–Leibler divergence / Mutual information / Statistics / Information theory / Probability and statistics

Information Theory of Decisions and Actions Naftali Tishby and Daniel Polani Abstract The perception-action cycle is often defined as “the circular flow of information between an organism and its environment in the cou

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Source URL: www.cs.huji.ac.il

Language: English - Date: 2010-01-27 11:50:00
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