鸣叫 发表于 2025-3-25 06:58:44

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stressors 发表于 2025-3-25 11:07:32

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sinoatrial-node 发表于 2025-3-25 12:33:40

Stochastic Optimal Control Problems,ch are usually associated with the quest for optimal results. The systems mainly studied in this book are ., namely, they evolve over time. Moreover, they are described by Itô’s stochastic differential equations and are sometimes called . The basic source of uncertainty in diffusion models is ., whi

粘土 发表于 2025-3-25 19:32:52

Maximum Principle and Stochastic Hamiltonian Systems,in obtaining an optimum of a finite-dimensional function, one relies on the . (for the unconstrained case) or the . (for the constrained case), which are necessary conditions for optimality. These necessary conditions become sufficient under certain convexity conditions on the objective/constraint f

HARD 发表于 2025-3-25 22:22:00

Dynamic Programming and HJB Equations,d by R. Bellman in the early 1950s, is a mathematical technique for making a sequence of interrelated decisions, which can be applied to many optimization problems (including optimal control problems). The basic idea of this method applied to optimal controls is to consider a . of optimal control pr

Bph773 发表于 2025-3-26 04:13:12

The Relationship Between the Maximum Principle and Dynamic Programming,serve as two of the most important tools in solving optimal control problems. Both MP and DP can be regarded as some necessary conditions of optimal controls (under certain conditions, they become sufficient ones). An interesting phenomenon one can observe from the literature is that to a great exte

乞讨 发表于 2025-3-26 06:06:00

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Endometrium 发表于 2025-3-26 12:25:55

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旅行路线 发表于 2025-3-26 15:46:39

Book 1999stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol­ lowing: (Q) Wh

Palpate 发表于 2025-3-26 17:58:06

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查看完整版本: Titlebook: Stochastic Controls; Hamiltonian Systems Jiongmin Yong,Xun Yu Zhou Book 1999 Springer Science+Business Media New York 1999 Martingale.Sto