Bellman equation

Results: 180



#Item
51Science / Estimation theory / Macroeconomics / Random walk model of consumption / Elasticity of intertemporal substitution / Bellman equation / Euler equations / Estimating equations / Log-normal distribution / Mathematics / Mathematical analysis / Equations

Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation) Christopher D. Carroll† Published as: Carroll, Christopher D) ”Death to the Log

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Source URL: www.econ2.jhu.edu

Language: English - Date: 2006-01-12 13:28:57
52Systems theory / Dynamic programming / Equations / Markov processes / Decision theory / Loss function / Bellman equation / Asymptotically optimal algorithm / Markov decision process / Statistics / Control theory / Mathematical optimization

This paper was presented as part of the main technical program at IEEE INFOCOMA Nearly-Optimal Index Rule for Scheduling of Users with Abandonment Urtzi Ayesta∗† , Peter Jacko∗ and Vladimir Novak∗‡ ∗ B

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Source URL: homepages.laas.fr

Language: English - Date: 2012-01-01 05:04:19
53Equations / Consumer theory / Mathematical optimization / Martingale / Semimartingale / Dynamic programming / Bellman equation / No free lunch with vanishing risk / Utility / Statistics / Martingale theory / Stochastic processes

The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:25:17
54Mathematical optimization / Martingale theory / Game theory / Martingale / Lévy process / Semimartingale / Bellman equation / Expected utility hypothesis / Preference / Statistics / Utility / Stochastic processes

Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010.

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:25:13
55Mathematical optimization / Economics / Control theory / Equations / Operations research / Mathematical model / Differential equation / Endogeneity / Bellman equation / Mathematics / Statistics / Econometrics

ISU Economics Working Paper NoLatest Revision: 3 June 2015 Elements of Dynamic Economic Modeling: Presentation and Analysis Leigh Tesfatsion

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Source URL: www2.econ.iastate.edu

Language: English - Date: 2015-06-03 18:55:47
56Equations / Stochastic processes / Differential equations / Dynamical systems / Statistical mechanics / Stochastic differential equation / Optimal control / Partial differential equation / Hamilton–Jacobi–Bellman equation / Mathematical analysis / Mathematics / Calculus

Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

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Source URL: people.kth.se

Language: English - Date: 2010-02-02 10:04:51
57Equations / Mathematical optimization / Halil Mete Soner / Cybernetics / Academia / Abstraction / Dynamic programming / Bellman equation / Control theory

DISS. ETH NOOPTIMAL CONSUMPTION AND INVESTMENT WITH POWER UTILITY A dissertation submitted to

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:26:33
58Equations / Operations research / Dynamic programming / Cybernetics / Optimal control / Bellman equation / Control theory / Mathematical optimization / Systems theory

Approximate Dynamic Programming via Iterated Bellman Inequalities Yang Wang and Stephen Boyd Information Systems Laboratory, Electrical Engineering, Stanford University Stochastic Control

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Source URL: forum.stanford.edu

Language: English - Date: 2010-05-03 18:13:35
59Systems theory / Mathematical optimization / Operations research / Equations / Stochastic control / Reinforcement learning / Markov decision process / Bellman equation / Policy / Statistics / Control theory / Dynamic programming

Journal of Artificial Intelligence Research Submitted 3/13; publishedA Survey of Multi-Objective Sequential Decision-Making Diederik M. Roijers

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Source URL: jair.org

Language: English - Date: 2013-10-18 15:20:49
60Climate change / Carbon credit / Emissions trading / European Union Emission Trading Scheme / Radioactive decay / Hamilton–Jacobi–Bellman equation / Kyoto Protocol / Climate change policy / Carbon finance / Environment

OPTIMAL PRODUCTION POLICY UNDER THE CARBON EMISSION MARKET REDOUANE BELAOUAR, ARASH FAHIM, AND NIZAR TOUZI Abstract. The aim of this paper is to address the effect of the carbon emission allowance market on the producti

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Source URL: www.math.fsu.edu

Language: English - Date: 2015-05-26 11:44:47
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