Bellman equation

Results: 180



#Item
71Statistics / Solvency cone / Risk-neutral measure / Black–Scholes / Hamilton–Jacobi–Bellman equation / Frictionless market / Arbitrage / Economic model / Mathematical finance / Financial economics / Finance

Preface This book contains an introduction to the mathematical theory of financial markets with proportional transaction costs. Traditionally, a theoretical analysis of models with market imperfections was considered a

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Source URL: www.cemi.rssi.ru

Language: English - Date: 2010-05-11 11:07:02
72Optimal control / Cybernetics / Equations / Operations research / Pseudospectral optimal control / Trajectory optimization / Bellman equation / Stanley Osher / Chi-Wang Shu / Mathematical optimization / Control theory / Systems theory

Second Workshop on Computational Issues in Nonlinear Control Location: Monterey, California Dates: November, 7-8, 2011 Organizers: Wei Kang, Arthur Krener, William McEneaney

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Source URL: www.nps.edu

Language: English - Date: 2013-06-21 18:28:11
73Systems theory / Mathematical optimization / Equations / Operations research / Stochastic control / Markov decision process / Lookahead / Bellman equation / Automated planning and scheduling / Statistics / Dynamic programming / Control theory

LRTDP vs. UCT for Online Probabilistic Planning Andrey Kolobov Mausam Daniel S. Weld

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Source URL: www.cs.washington.edu

Language: English - Date: 2013-08-13 03:53:42
74Systems 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: www.jair.org

Language: English - Date: 2013-10-18 15:20:49
75Dynamic programming / Systems theory / Equations / Operations research / Stochastic control / Markov decision process / Reinforcement learning / Bellman equation / Automated planning and scheduling / Statistics / Mathematical optimization / Control theory

Reverse Iterative Deepening for Finite-Horizon MDPs with Large Branching Factors Andrey Kolobov? Peng Dai† ∗ Mausam? Daniel S. Weld?

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Source URL: www.cs.washington.edu

Language: English - Date: 2013-08-13 03:53:46
76Stochastic control / Demography / Stochastic process / Optimal control / Force of mortality / Hamilton–Jacobi–Bellman equation / Economic model / Failure rate / Statistics / Control theory / Actuarial science

Optimal Retirement Consumption with a Stochastic Force of Mortality✩ Huaxiong Huanga, Moshe A. Milevskyb,∗, Thomas S. Salisburya a Dept. of Mathematics & Statistics, York University, Toronto School of Business, York

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Source URL: www.math.yorku.ca

Language: English - Date: 2012-05-07 13:05:27
77Dynamic programming / Equations / Mathematical optimization / Operations research / Markov models / Bellman equation / Reinforcement learning / Richard E. Bellman / Algorithm / Control theory / Systems theory / Science

Microsoft Word - 1-Dreyfus-v3.docx

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Source URL: www.ieor.berkeley.edu

Language: English - Date: 2011-06-08 19:39:36
78Control theory / Systems science / Optimal control / Bellman equation / Dynamic programming / Yi script / Mathematical optimization / Equations / Systems theory

Appendix D Dynamic programming D.1

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Source URL: www.q12.org

Language: English - Date: 2002-03-13 22:42:07
79Control theory / Systems science / Optimal control / Bellman equation / Dynamic programming / Yi script / Mathematical optimization / Equations / Systems theory

Appendix D Dynamic programming D.1

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Source URL: q12.org

Language: English - Date: 2002-03-13 22:42:07
80New classical macroeconomics / Economic theories / Macroeconomic policy / Public finance / Phillips curve / Dynamic stochastic general equilibrium / Taylor rule / Bellman equation / Keynesian economics / Macroeconomics / Monetary policy / Economics

The iinfuence of the Taylor rule on US monetary policy. By Pelin Ilbas, Øistein Røisland and Tommy Sveen (Norges Bank Working Paper[removed])

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Source URL: www.norges-bank.no

Language: English - Date: 2013-01-28 06:00:43
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