Bellman equation

Results: 180



#Item
21Stochastic processes / Markov chain / FokkerPlanck equation / Markov process / Markov kernel / Probability distribution / Brownian motion / It diffusion / Bellman equation

The Dynamics of Distributions in Continuous-Time Stochastic Models (a) Christian Bayer(a) and Klaus Wälde(b) WeierstraßInstitute Berlin and (b) Johannes-Gutenberg University Mainz1

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Source URL: www.waelde.com

Language: English - Date: 2015-11-27 06:04:16
22Economic model / Elasticity of intertemporal substitution / Monopoly / Bellman equation / Diaeresis

The Economic Journal, 109 (March), C156±C171. # Royal Economic SocietyPublished by Blackwell Publishers, 108 Cowley Road, Oxford OX4 1JF, UK and 350 Main Street, Malden, MA 02148, USA. A MODEL OF CREATIVE DESTRUC

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:43
23Dynamic programming / Markov processes / Mathematical optimization / Mathematical analysis / Probability theory / Systems theory / Operations research / Equations / Markov decision process / Bellman equation / Markov chain / Reinforcement learning

Using Markov Decision Theory to Provide a Fair Challenge in a Roll-and-Move Board Game ´ Eric Beaudry, Francis Bisson, Simon Chamberland and Froduald Kabanza various means. For example, artificial players may have a

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Source URL: game.itu.dk

Language: English - Date: 2010-08-10 12:41:00
24Equations / Economics / Mathematical optimization / Operations research / Dynamic programming / Stochastic calculus / Mathematical analysis / Bellman equation / Differential equation / Economic model / Stochastic differential equation / SolowSwan model

Production technologies in stochastic continuous time models

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:52
25Mathematics / Mathematical analysis / Equations / Analysis / Mathematical optimization / Dynamic programming / Mathematical physics / Differential calculus / Bellman equation / Derivative / Equation solving / Equation

The twin-problem in numerical solutions of continuous-time Bellman equations Klaus Wälde1 University of Mainz, Université catholique de Louvain and CESifo August 2010 A maximized Bellman equation in continuous time is

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:42
26Markov processes / Dynamic programming / Probability theory / Stochastic control / Mathematical analysis / Probability / Markov models / Markov decision process / Mathematical optimization / Markov chain / Bellman equation / X0

Stat 260/CSLearning in Sequential Decision Problems. Peter Bartlett 1. Markov decision processes and partially observable Markov decision processes. 2. Value functions, Q functions.

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2014-11-25 12:45:37
27Dynamic programming / Markov processes / Stochastic control / Markov decision process / Reinforcement learning / Health Insurance Portability and Accountability Act / Privacy / Medical record / Internet privacy / Bellman equation / Personally identifiable information / Policy

Formalizing and Enforcing Purpose Restrictions in Privacy Policies (Full Version) Michael Carl Tschantz Anupam Datta Jeannette M. Wing March 22, 2012

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Source URL: www.andrew.cmu.edu

Language: English - Date: 2016-02-12 12:31:56
28

Yipeng Yang* (). Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game. The Hamilton-Jacobi-Bellman equation (HJB) associated with the time in

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Source URL: jointmathematicsmeetings.org

Language: English - Date: 2014-09-18 00:49:29
    29Mathematical optimization / Operations research / Systems science / Equations / Systems theory / Numerical analysis / Optimal control / Dynamic programming / Constraint / Bellman equation

    Oil & Gas Science and Technology – Rev. IFP, Vol), No. 1, ppc 2009, Institut français du pétrole Copyright  DOI: ogstIFP International Conference

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    Source URL: ogst.ifpenergiesnouvelles.fr

    Language: English
    30Decision theory / Control theory / Mathematical optimization / Dynamic programming / Bellman equation / Thomas J. Sargent / Loss function / Prior probability / Hyperparameter / Statistics / Bayesian statistics / Economics

    Robustness and U.S. Monetary Policy Experimentation∗ Timothy Cogley† Riccardo Colacito‡ Lars Peter Hansen§ Thomas J. Sargent¶

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:04:05
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