Bellman equation

Results: 180



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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,

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Source URL: www.control.isy.liu.se

Language: English - Date: 2018-04-05 06:17:31
    2Economy / Economics / Equations / Mathematical optimization / Consumer behaviour / Consumer theory / Income / Intertemporal choice / Permanent income hypothesis / Bellman equation / Behavioral economics / Precautionary savings

    DOC Document

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    Source URL: people.hss.caltech.edu

    Language: English - Date: 2004-01-02 10:36:05
    3Economy / Finance / Money / Financial risk / Equations / Mathematical optimization / Behavioral finance / Expected utility / Bellman equation / Hyperbolic absolute risk aversion / Elasticity of intertemporal substitution / Equity premium puzzle

    Recursive utility using the stochastic maximum principle Knut K. Aase ∗

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    Source URL: www.qeconomics.org

    Language: English - Date: 2016-07-31 11:25:04
    4Computing / Software / Computer programming / Equations / Mathematical optimization / Application programming interfaces / Bellman equation / Control theory / Dynamic programming / Qt / P22 / Ramsey problem

    History dependent public policies David Evans ∗ Thomas J. Sargent‡†

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:04:02
    5Economy / Financial risk / Utility / Expected utility / Logic / Behavioral finance / Game theory / Consumer theory / Elasticity of intertemporal substitution / Risk aversion / Hyperbolic absolute risk aversion / Bellman equation

    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*

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    Source URL: www.ericswanson.us

    Language: English - Date: 2012-07-30 14:56:25
    6Economics / Linear utility / Consumption smoothing / Economy / Game theory / Business economics / Asymmetric information / Economic theories / Marketing / Market failure / Bellman equation

    Contractual Structure and Wealth Accumulation By DILIP MOOKHERJEE AND DEBRAJ RAY*

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    Source URL: people.bu.edu

    Language: English - Date: 2006-03-02 14:18:49
    7Mathematics / Mathematical optimization / Dynamic programming / Mathematical analysis / Equations / Operations research / Systems theory / Stochastic control / Bellman equation / Markov decision process / Q-learning / Reinforcement learning

    Increasing the Action Gap: New Operators for Reinforcement Learning Marc G. Bellemare and Georg Ostrovski and Arthur Guez Philip S. Thomas∗ and R´emi Munos Google DeepMind {bellemare,ostrovski,aguez,munos}@google.com;

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    Source URL: psthomas.com

    Language: English - Date: 2015-12-12 00:05:18
    8Operations research / Dynamic programming / Mathematics / Mathematical optimization / Combinatorial optimization / Applied mathematics / Bellman equation / Control theory / Knapsack problem / Systems science / Mechanism design

    Revenue Maximization in the Dynamic Knapsack Problem Deniz Dizdar, Alex Gershkov and Benny MoldovanuAbstract

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    Source URL: www.econ2.uni-bonn.de

    Language: English - Date: 2014-03-26 06:49:17
    9Mathematical optimization / Operations research / Equations / Optimal control / Dynamic programming / Dimitri Bertsekas / Bellman equation / Optimization problem / Algorithm / Reinforcement learning

    APPROXIMATE DYNAMIC PROGRAMMING A SERIES OF LECTURES GIVEN AT TSINGHUA UNIVERSITY JUNE 2014 DIMITRI P. BERTSEKAS Based on the books:

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    Source URL: athenasc.com

    Language: English - Date: 2014-06-21 10:19:49
    10Financial risk / Decision theory / Utility / Risk / Behavioral finance / Hyperbolic absolute risk aversion / Risk aversion / Elasticity of intertemporal substitution / Risk premium / Risk neutral / Bellman equation / Aversion

    Risk Aversion and the Labor Margin in Dynamic Equilibrium Models Eric T. Swanson Federal Reserve Bank of San Francisco

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    Source URL: www.ericswanson.us

    Language: English - Date: 2012-07-30 14:56:24
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