Yipeng Yang* (). Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game. The Hamilton-Jacobi-Bellman equation (HJB) associated with the time in

Source URL: jointmathematicsmeetings.org

Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005

Source URL: www.tomsargent.com

• Dynamic programming
• Statistical theory
• Stochastic control
• Hamilton–Jacobi–Bellman equation
• Optimal control
• Partial differential equation
• Kullback–Leibler divergence
• Statistics
• Mathematical analysis
• Mathematics

Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

Source URL: people.kth.se

• Equations
• Stochastic processes
• Differential equations
• Dynamical systems
• Statistical mechanics
• Stochastic differential equation
• Optimal control
• Partial differential equation
• Hamilton–Jacobi–Bellman equation
• Mathematical analysis
• Mathematics
• Calculus

OPTIMAL PRODUCTION POLICY UNDER THE CARBON EMISSION MARKET REDOUANE BELAOUAR, ARASH FAHIM, AND NIZAR TOUZI Abstract. The aim of this paper is to address the effect of the carbon emission allowance market on the producti

Source URL: www.math.fsu.edu

• Climate change
• Carbon credit
• Emissions trading
• European Union Emission Trading Scheme
• Radioactive decay
• Hamilton–Jacobi–Bellman equation
• Kyoto Protocol
• Climate change policy
• Carbon finance
• Environment

Preface This book contains an introduction to the mathematical theory of financial markets with proportional transaction costs. Traditionally, a theoretical analysis of models with market imperfections was considered a

Source URL: www.cemi.rssi.ru

• Statistics
• Solvency cone
• Risk-neutral measure
• Black–Scholes
• Hamilton–Jacobi–Bellman equation
• Frictionless market
• Arbitrage
• Economic model
• Mathematical finance
• Financial economics
• Finance

Optimal Retirement Consumption with a Stochastic Force of Mortality✩ Huaxiong Huanga, Moshe A. Milevskyb,∗, Thomas S. Salisburya a Dept. of Mathematics & Statistics, York University, Toronto School of Business, York

Source URL: www.math.yorku.ca

• Stochastic control
• Demography
• Stochastic process
• Optimal control
• Force of mortality
• Hamilton–Jacobi–Bellman equation
• Economic model
• Failure rate
• Statistics
• Control theory
• Actuarial science

Simplicial Label Correcting Algorithms for Continuous Stochastic Shortest Path Problems Dmitry S. Yershov Steven M. LaValle

Source URL: msl.cs.uiuc.edu

• Stochastic control
• Optimal control
• Dynamic programming
• Markov models
• Mathematical optimization
• Hamilton–Jacobi–Bellman equation
• Markov decision process
• Discretization
• Stochastic differential equation
• Statistics
• Mathematics
• Control theory

. Comparing Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems: Applications to Natural Resource Modeling

Source URL: www.acera.unimelb.edu.au

• Equations
• Cybernetics
• Mathematical optimization
• Optimal control
• Partial differential equations
• Hamilton–Jacobi–Bellman equation
• Bellman equation
• Control theory
• Systems theory
• Dynamic programming

Journal of Artificial Intelligence Research[removed] Submitted 10/07; published[removed]Graphical Model Inference in Optimal Control of Stochastic Multi-Agent Systems

Source URL: www.jair.org

• Stochastic control
• Optimal control
• Dynamic programming
• Mathematical optimization
• Linear-quadratic-Gaussian control
• Path integral formulation
• Normal distribution
• Hamilton–Jacobi–Bellman equation
• Markov decision process
• Control theory
• Statistics
• Mathematics

Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive

Source URL: www.fields.utoronto.ca

• Asymmetric information
• Financial risk
• Dynamic programming
• Hamilton–Jacobi–Bellman equation
• Optimal control
• Principal–agent problem
• Mathematical optimization
• Risk aversion
• Control theory
• Economics
• Statistics