Hamilton–Jacobi equation

Results: 84



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31SIAM J. CONTROL OPTIM. Vol. 49, No. 2, pp. 383–402 c 2011 Society for Industrial and Applied Mathematics 

SIAM J. CONTROL OPTIM. Vol. 49, No. 2, pp. 383–402 c 2011 Society for Industrial and Applied Mathematics 

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Source URL: bayen.eecs.berkeley.edu

Language: English - Date: 2015-01-21 14:55:56
32数理解析研究所講究録 第 684 巻 1989 年 [removed]A Nonlinear Lattice and Volterra’s System

数理解析研究所講究録 第 684 巻 1989 年 [removed]A Nonlinear Lattice and Volterra’s System

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Source URL: www.kurims.kyoto-u.ac.jp

Language: English - Date: 2011-05-09 00:27:10
33Journal of Artificial Intelligence Research[removed]  Submitted 10/07; published[removed]Graphical Model Inference in Optimal Control of Stochastic Multi-Agent Systems

Journal of Artificial Intelligence Research[removed] Submitted 10/07; published[removed]Graphical Model Inference in Optimal Control of Stochastic Multi-Agent Systems

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Source URL: www.jair.org

Language: English - Date: 2008-05-16 12:07:44
34Antonio Elipe Miguel Vallejo n[removed]

Antonio Elipe Miguel Vallejo n[removed]

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Source URL: www.unizar.es

Language: English - Date: 2001-05-29 04:59:51
35Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive

Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:44:17
36Motivation  Our Problem Time Inconsistency

Motivation Our Problem Time Inconsistency

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-23 16:58:30
37Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University

Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:13:06
38Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich

Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:12:41
39The model  The HJB equation CRRA utility

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
40Optimality  Algmren Chriss Alfonsi Schied

Optimality Algmren Chriss Alfonsi Schied

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-03-27 09:32:11