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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Inverse optimal control based on output measurements
输出测量 逆优化控制 逆问题
2023/5/5
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars: Inverse optimal control based on output measurements
输出测量 逆优化控制 逆问题
2023/5/5
Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation
time-inconsistent optimal control problem equilibrium value function equilibrium Hamilton Jacobi-Bellman equation
2012/4/18
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equat...
Optimal control of risk process in a regime switching environment
Regime switching diffusion continuity of the value function
2010/12/8
This paper is concerned with cost optimization of an insurance company. The sur-plus of the insurance company is modeled by a controlled regime switching diffusion,where the regime switching mechanism...