Bellman's equation and the value function
Người báo cáo: 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.
Tin tức nổi bật
Hoạt động tuần
Hội thảo sắp diễn ra
Xuất bản mới
Vo Si Trong Long,
Nguyễn Mậu Nam,
Jacob Sharkansky,
Nguyễn Đông Yên,
Qualitative properties of k-center problems,
Journal of Optimization Theory and Applications Vol. 207 (2025), Paper 1, 23 pages
(SCI-E, Scopus)
.
Nguyễn Khoa Sơn,
Nguyễn Thị Hồng,
Lê Văn Ngọc,
Stability conditions for a class of nonlinear timevarying switched systems with delays and sectortype nonlinearities,
International Journal of Systems Science, Volume 57(2), (2025), 441-461
(SCI(-E); Scopus)
.
Trần Văn Thắng,
Lê Xuân Thanh,
Đỗ Thị Thùy,
A monotonic optimization approach to mixed variational inequality problems,
Optimization Letters, Volume 19, pages 1779–1800, (2025)
(SCI-E, Scopus)
.