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Mathematics / Mathematical analysis / Equations / Analysis / Mathematical optimization / Dynamic programming / Mathematical physics / Differential calculus / Bellman equation / Derivative / Equation solving / Equation
Date: 2013-09-04 06:04:42
Mathematics
Mathematical analysis
Equations
Analysis
Mathematical optimization
Dynamic programming
Mathematical physics
Differential calculus
Bellman equation
Derivative
Equation solving
Equation

The twin-problem in numerical solutions of continuous-time Bellman equations Klaus Wälde1 University of Mainz, Université catholique de Louvain and CESifo August 2010 A maximized Bellman equation in continuous time is

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