闲荡
发表于 2025-3-25 04:19:20
Optimal Control of Diffusion Processes, The value function for finite-horizon problems, or the potential function for long-run average, can be smooth or semi-smooth (both one-sided first-order derivatives exist, but not equal). Explicit optimality conditions are derived at both smooth and semi-smooth points. This extends the famous Hamil
积习难改
发表于 2025-3-25 09:11:18
Degenerate Diffusion Processes,ization of multi-class degenerate diffusion processes. We also show that under some conditions, the performance function of finite-horizon optimization problems, or the potential function of the long-run average optimization problems, is semi-smooth at degenerate points and smooth at non-degenerate
Common-Migraine
发表于 2025-3-25 13:47:20
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乞讨
发表于 2025-3-25 17:35:47
Performance-Derivative-Based Optimization,itesimally close, the performance-difference formula becomes the performance-derivative formula. The performance-derivative-based approach is more suitable for non-linear or non-additive performance measure. In this chapter, we derive the first-order optimality conditions (or the differential versio
指派
发表于 2025-3-25 21:44:39
Degenerate Diffusion Processes,at these degenerate points in the Ito-Tanaka formula. With these special features in consideration, various optimization problems such as long-run average, finite-horizon, optimal stopping, and singular control, become simpler.
Fortify
发表于 2025-3-26 03:36:47
0178-5354 chastic systems, promoting new research pathways.Shows the r.This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial diff
Detoxification
发表于 2025-3-26 07:52:28
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希望
发表于 2025-3-26 12:16:38
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错误
发表于 2025-3-26 13:23:03
Multi-dimensional Diffusion Processes,d stochastic calculus of multi-dimensional systems, in particular, for problems with non-smooth features and degenerate points. The analysis is intuitive and results are preliminary, and hopefully they would motivate new research topics.
Haphazard
发表于 2025-3-26 18:24:35
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