Differential dynamic programming

Results: 41



#Item
21Hamilton–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
22Options / Stochastic calculus / Equations / Stochastic differential equation / Black–Scholes / Brownian motion / Statistics / Stochastic processes / Mathematical finance

Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2007-11-23 14:06:09
23Stochastic processes / Differential equations / Kalman filter / Robot control / Differential of a function / Optimal control / ΔT / Additive white Gaussian noise / Stochastic differential equation / Statistics / Calculus / Mathematical analysis

Stochastic Differential Dynamic Programming Evangelos Theodorou, Yuval Tassa & Emo Todorov Abstract— Although there has been a significant amount of work in the area of stochastic optimal control theory towards the dev

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Source URL: www-clmc.usc.edu

Language: English - Date: 2010-07-12 20:52:39
24Mathematical optimization / Optimal control / Dynamic programming / Equations / Stochastic control / Hamilton–Jacobi–Bellman equation / Markov chain / Stochastic differential equation / Path integral formulation / Control theory / Statistics / Systems theory

Journal of Machine Learning Research[removed]3197 Submitted 1/10; Revised 7/10; Published[removed]A Generalized Path Integral Control Approach to Reinforcement Learning

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Source URL: www-clmc.usc.edu

Language: English - Date: 2011-05-25 14:46:58
25Applied mathematics / Nelder–Mead method / Dynamic programming / Pattern search / Linear programming / Differential evolution / Operations research / Mathematical optimization / Numerical analysis

SILVA FENNICA Silva Fennica[removed]research articles www.metla.fi/silvafennica · ISSN[removed]The Finnish Society of Forest Science · The Finnish Forest Research Institute

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Source URL: www.silvafennica.fi

Language: English - Date: 2013-05-07 02:29:41
26Dynamic programming / Stochastic processes / Equations / Stochastic differential equation / Bellman equation / Economic model / Stochastic / Optimal control / Stochastic programming / Statistics / Mathematical optimization / Stochastic calculus

Japan and the World Economy[removed]–301 www.elsevier.com/locate/econbase Stochastic income and wealth$ Martin L. Weitzman*

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:22:39
27Mathematics / Algebraic topology / Vector bundles / Homotopy theory / Fiber bundles / Section / Dynamic programming / Ample line bundle / Principal bundle / Topology / Abstract algebra / Differential topology

Optimal rank reduction for Linear Context-Free Rewriting Systems with Fan-Out Two Benot Sagot INRIA & Universit´e Paris 7 Le Chesnay, France [removed]

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Source URL: alpage.inria.fr

Language: English - Date: 2010-05-15 16:56:46
28Matching / Differential geometry / Hungarian algorithm / Assignment problem / Differential geometry of curves / Dynamic programming / Continuous-repayment mortgage / Mathematics / Mathematical analysis / Combinatorial optimization

An O(n log n)-Time Algorithm for the Restriction Scaffold Assignment Problem Justin Colannino Mirela Damian∗

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Source URL: john2.poly.edu

Language: English - Date: 2007-12-27 15:24:30
29Time–frequency analysis / Dynamic programming / Dynamic time warping / Time series analysis / Differential geometry / Onset / Non-negative matrix factorization / Speech recognition / Moving frame / Statistics / Algebra / Mathematics

A MULTI-PASS ALGORITHM FOR ACCURATE AUDIO-TO-SCORE ALIGNMENT Bernhard Niedermayer1 1 Department for Computational Perception Johannes Kepler University Linz, Austria

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Source URL: www.cp.jku.at

Language: English - Date: 2010-06-02 06:57:31
30Mathematical optimization / Equations / Optimal control / Dynamic programming / Operations research / Hamilton–Jacobi–Bellman equation / Bellman equation / Calculus of variations / Partial differential equation / Control theory / Statistics / Systems theory

Wo r k i n g Pa p e r S e r i e S NO[removed]n ov e m b e r 2013 Optimal Control with Heterogeneous Agents in Continuous Time

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-11-07 06:24:58
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