Optimization and Control Richard Weber, Michaelmas Term 2014 Contents Schedules

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Date: 2014-11-29 06:04:45 Mathematical optimization Dynamic programming Optimal control Stochastic control Bellman equation Markov decision process Kalman filter Optimization problem Secretary problem Control theory Statistics Systems theory		Optimization and Control Richard Weber, Michaelmas Term 2014 Contents Schedules Add to Reading List Source URL: www.statslab.cam.ac.uk Download Document from Source Website File Size: 784,97 KB Share Document on Facebook

	Model Predictive Control Anders Hansson October 7, 2010 It is well-known that it is complicated to derive optimal control in feedback form. Usually one has to solve the dynamic programming or Bellman equation, DocID: 1uLN4 - View Document
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	Recursive utility using the stochastic maximum principle Knut K. Aase ∗ DocID: 1rbM8 - View Document
	History dependent public policies David Evans ∗ Thomas J. Sargent‡† DocID: 1r49V - View Document
	American Economic Review 2012, 102(4): 1663–1691 http://dx.doi.orgaerRisk Aversion and the Labor Margin in Dynamic Equilibrium Models† By Eric T. Swanson* DocID: 1qPn8 - View Document