Bellman's equation and the value function
11/04/2023
09:00
Báo cáo viên: Nguyễn Quốc Tuấn
Time: 9Am-10Am, April 11th 2023 (Tuesday)
Location: Room 617, building A6, Institute of Mathematics (18 Hoang Quoc Viet, Cau Giay, Hanoi)
Abstract: In this seminar, we derive the dynamic programming equation called Bellman's equations. Their solutions are used to find optimal strategies in the form of closed loop control. We also show that, if the value function of optimal control problems is smooth, then it is a solution of the Bellman equation.
Hoạt động tuần
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Tin tức nổi bật
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Hội thảo sắp diễn ra
Xem tất cảXuất bản mới
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Đỗ Duy Hiếu, Block-pair edge community detection in bipartite networks via an adaptive spectral-modularity framework, Computational and Mathematical Organization Theory, Volume 32, article number 31 (2026)
Nguyễn Thị Vân Hằng, Felipe Lara, Nguyễn Đông Yên, Discontinuous strongly quasiconvex functions, Journal of Optimization Theory and Applications 210 (2026), Paper No. 40, 18 pp
Đoàn Trung Cường, Lê Thị Thanh Nhàn, On the depth of the canonical module, Journal of Algebra, Volume: Volume 712 (2027), Pages: 416-435
Bài giảng viện
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Periods and exponential periods
Người báo cáo: Claude Sabbah (CNRS, École Polytechnique, Institut Polytechnique de Paris, France)