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Hamilton–Jacobi–Bellman equation
Results: 30

#	Item
11	Motivation Our Problem Time Inconsistency Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 16:58:30 Cybernetics Dynamic programming Stochastic control Hamilton–Jacobi–Bellman equation Mathematical optimization Control theory Optimal control Systems theory
12	Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:13:06 Hamilton–Jacobi–Bellman equation Futures contract Steven E. Shreve Mathematics Stochastic control Optimal control Dynamic programming
13	Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:12:41 Optimal control Mathematical optimization Data analysis Probability theory Variance Harry Markowitz Hamilton–Jacobi–Bellman equation Statistics Control theory Economics
14	The model The HJB equation CRRA utility Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:52 Hamilton–Jacobi–Bellman equation Optimal control Differential equation Mathematical analysis Mathematics Stochastic control Partial differential equations Dynamic programming
15	Optimality Algmren Chriss Alfonsi Schied Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-03-27 09:32:11 Cybernetics Operations research Dynamic programming Optimal control Equations Neil Chriss Hamilton–Jacobi–Bellman equation Bellman equation Economic model Control theory Mathematical optimization Systems theory
16	Optimal Pricing of Insurance and Determining of Optimal Investment Portfolio Add to Reading List Source URL: www.aria.org Language: English - Date: 2014-11-13 04:26:46 Systems theory Optimal control Equations Stochastic processes Stochastic control Hamilton–Jacobi–Bellman equation Insurance Reinsurance Economic model Statistics Control theory Mathematical optimization
17	Learning Policy Improvements with Path Integrals Evangelos Theodorou Jonas Buchli Stefan Schaal [removed] Add to Reading List Source URL: www-clmc.usc.edu Language: English - Date: 2011-02-17 11:19:29 Mathematical optimization Dynamic programming Stochastic control Optimal control Markov processes Symbol Markov decision process Continuous function Hamilton–Jacobi–Bellman equation Control theory Statistics Systems theory
18	An Iterative Path Integral Stochastic Optimal Control Approach for Learning Robotic Tasks Evangelos Theodorou ∗ Freek Stulp ∗ Jonas Buchli ∗∗ Stefan Schaal ∗,∗∗∗ ∗ Add to Reading List Source URL: www-clmc.usc.edu Language: English - Date: 2011-04-13 00:25:59 Operations research Mathematical optimization Optimal control Attractor Partial differential equation Path integral formulation Dynamical system Hamilton–Jacobi–Bellman equation Nonlinear system Physics Calculus Control theory
19	Journal of Machine Learning Research[removed]3197 Submitted 1/10; Revised 7/10; Published[removed]A Generalized Path Integral Control Approach to Reinforcement Learning Add to Reading List Source URL: www-clmc.usc.edu Language: English - Date: 2011-05-25 14:46:58 Mathematical optimization Optimal control Dynamic programming Equations Stochastic control Hamilton–Jacobi–Bellman equation Markov chain Stochastic differential equation Path integral formulation Control theory Statistics Systems theory
20	The International Journal of Robotics Research http://ijr.sagepub.com/ Learning variable impedance control Jonas Buchli, Freek Stulp, Evangelos Theodorou and Stefan Schaal Add to Reading List Source URL: www-clmc.usc.edu Language: English - Date: 2011-05-27 13:37:50 Mathematical optimization Systems theory Humanoid robot Robotics Reinforcement learning Forward kinematics Optimal control Robot Hamilton–Jacobi–Bellman equation Control theory Physics Robot kinematics

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