202103 bcvcAccepted ManuscriptRGCHong Kong Early Career Scheme No. 25302116Publishe
This paper explores sufficient conditions for a continuous stationary Markov optimal policy and a co...
Consider a system S specified at any time t by a finite dimensional vector x(t) satisfying a vector ...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic conc...
We provide a dynamic programming principle for stochastic optimal control problems with expectation ...
We provide a dynamic programming principle for stochastic optimal control problems with expectation ...
International audienceUsing the linear programming approach to stochastic control introduced in [6] ...
This dissertation analysis a monopoly firm model by use of dynamic programming. A general result is ...
In this thesis, we consider a stochastic control problem in both finite and infinite time interval, ...
This course covers the basic models and solution techniques for problems of sequential decision maki...
International audienceWe study a class of nonlinear stochastic control problems with semicontinuous ...
This text gives a comprehensive coverage of how optimization problems involving decisions and uncert...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
International audienceWe investigate a model problem for optimal resource management. The problem is...
Title: Stochastic Dynamic Programming Problems: Theory and Applications Author: Gabriel Lendel Depar...
This paper explores sufficient conditions for a continuous stationary Markov optimal policy and a co...
Consider a system S specified at any time t by a finite dimensional vector x(t) satisfying a vector ...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic conc...
We provide a dynamic programming principle for stochastic optimal control problems with expectation ...
We provide a dynamic programming principle for stochastic optimal control problems with expectation ...
International audienceUsing the linear programming approach to stochastic control introduced in [6] ...
This dissertation analysis a monopoly firm model by use of dynamic programming. A general result is ...
In this thesis, we consider a stochastic control problem in both finite and infinite time interval, ...
This course covers the basic models and solution techniques for problems of sequential decision maki...
International audienceWe study a class of nonlinear stochastic control problems with semicontinuous ...
This text gives a comprehensive coverage of how optimization problems involving decisions and uncert...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
International audienceWe investigate a model problem for optimal resource management. The problem is...
Title: Stochastic Dynamic Programming Problems: Theory and Applications Author: Gabriel Lendel Depar...
This paper explores sufficient conditions for a continuous stationary Markov optimal policy and a co...
Consider a system S specified at any time t by a finite dimensional vector x(t) satisfying a vector ...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
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