Bellman equation

Results: 180



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41Probability and statistics / Stochastic differential equations / Markov processes / Dynamic programming / Markov chain / Lars Peter Hansen / Bellman equation / Filtering problem / Kalman filter / Statistics / Control theory / Markov models

nocommit_revision_final.dvi

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:57
42Science / Regression analysis / Control theory / Decision theory / Statistical theory / JT / Bellman equation / Loss function / Economic model / Statistics / Econometrics / Economics

DFT705.tex Monetary Policy with Model Uncertainty: Distribution Forecast Targeting∗ Lars E.O. Svensson and Noah Williams www.princeton.edu/svensson

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Source URL: larseosvensson.se

Language: English - Date: 2013-07-17 18:50:27
43

Question 1: 100 total points. A. Optimal POTtfolio (25 points): Consider the following Bellman Equation: FaT all k> 0: V(k) =

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Source URL: www.econ.wisc.edu

- Date: 2011-05-26 14:55:49
    44Science / Mathematics / Equations / Dynamic programming / Climate change policy / Stochastic programming / Economics of global warming / Bellman equation / Economic model / Operations research / Mathematical optimization / Statistics

    mit_ceepr_v8_7sep07_final

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    Source URL: web.mit.edu

    Language: English - Date: 2012-07-19 11:14:10
    45Econometrics / JT / Product lifecycle management / XT / Optimal design / Bellman equation / Loss function / Normal distribution / Control theory / Statistics / Statistical theory / Regression analysis

    BOP709.tex Bayesian and Adaptive Optimal Policy under Model Uncertainty∗ Lars E.O. Svensson Sveriges Riksbank and Princeton University www.princeton.edu/svensson/

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    Source URL: larseosvensson.se

    Language: English - Date: 2013-07-17 18:49:15
    46Systems theory / Systems science / Control theory / Systems engineering / Dynamic programming / Bellman equation / Network congestion / Mathematical optimization / Operations research / Equations

    swcurv_diff_PerfEv_BCAM.dvi

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    Source URL: verloop.perso.enseeiht.fr

    Language: English - Date: 2011-10-08 11:50:16
    47Mathematical economics / Macroeconomic model / General equilibrium theory / Computational economics / Bellman equation / Dynamic stochastic general equilibrium / Agent / Mathematical optimization / Economic model / Economics / Macroeconomics / New classical macroeconomics

    Macroeconomies as Constructively Rational Games Ekaterina Sinitskaya and Leigh Tesfatsion Department of Economics, Iowa State University Ames, Iowa ,

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    Source URL: www2.econ.iastate.edu

    Language: English - Date: 2015-05-01 12:02:05
    48Systems theory / Dynamic programming / Operations research / Equations / Optimal control / Bellman equation / Multi-armed bandit / Markov decision process / Relaxation / Statistics / Mathematical optimization / Control theory

    Stochastic and fluid index policies for resource allocation problems M. Larran˜aga1,2,5 , U. Ayesta2,3,4,5 , I.M. Verloop1,5 IRIT, 2 rue C. Carmichel, FToulouse, France. 2 CNRS, LAAS, 7 avenue du colonel Roche, F

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    Source URL: verloop.perso.enseeiht.fr

    Language: English - Date: 2015-04-01 14:42:52
    49Mathematical optimization / Equations / Operations research / Semimartingale / Bellman equation / Martingale / Dynamic programming / Stochastic calculus / Optimal control / Statistics / Martingale theory / Stochastic processes

    The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: December 9, 2009. This Version:

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    Source URL: www.math.columbia.edu

    Language: English - Date: 2011-07-12 11:24:16
    50Systems theory / Dynamic programming / Operations research / Equations / Optimal control / Bellman equation / Multi-armed bandit / Markov decision process / Relaxation / Statistics / Mathematical optimization / Control theory

    Stochastic and fluid index policies for resource allocation problems M. Larran˜aga1,2,5 , U. Ayesta2,3,4,5 , I.M. Verloop1,5 IRIT, 2 rue C. Carmichel, FToulouse, France. 2 CNRS, LAAS, 7 avenue du colonel Roche, F

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    Source URL: homepages.laas.fr

    Language: English - Date: 2015-02-17 15:01:29
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