Differential dynamic programming

Results: 41



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21The 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
22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

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 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

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
24Journal of Machine Learning Research[removed]3197  Submitted 1/10; Revised 7/10; Published[removed]A Generalized Path Integral Control Approach to Reinforcement Learning

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
25SILVA FENNICA  Silva Fennica[removed]research articles www.metla.fi/silvafennica · ISSN[removed]The Finnish Society of Forest Science · The Finnish Forest Research Institute

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
26Japan and the World Economy[removed]–301 www.elsevier.com/locate/econbase Stochastic income and wealth$ Martin L. Weitzman*

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
27Optimal rank reduction for Linear Context-Free Rewriting Systems with Fan-Out Two Benot Sagot INRIA & Universit´e Paris 7 Le Chesnay, France [removed]

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
28An O(n log n)-Time Algorithm for the Restriction Scaffold Assignment Problem Justin Colannino Mirela Damian∗

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
29A MULTI-PASS ALGORITHM FOR ACCURATE AUDIO-TO-SCORE ALIGNMENT Bernhard Niedermayer1 1 Department for Computational Perception Johannes Kepler University Linz, Austria

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
30Wo 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

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