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Results 1 to 25 of 297

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On the Bellman equation of the overtaking criterion: addendumDANA, R. A; LE VAN, C.Journal of optimization theory and applications. 1993, Vol 78, Num 3, pp 605-612, issn 0022-3239Article

New Lambert Algorithm Using the Hamilton―Jacobi―Bellman EquationBANDO, Mai; YAMAKAWA, Hiroshi.Journal of guidance, control, and dynamics. 2010, Vol 33, Num 3, pp 1000-1008, issn 0731-5090, 9 p.Article

Bellman's equation for systems with after-effectKIM, A. V.Soviet journal of computer and systems sciences. 1992, Vol 30, Num 2, pp 77-83, issn 0882-4002Article

Portfolio selection under incomplete informationBRENDLE, Simon.Stochastic processes and their applications. 2006, Vol 116, Num 5, pp 701-723, issn 0304-4149, 23 p.Article

A free boundary problem in Rd with both smooth and nonsmooth fitDORROH, J. R; FERREYRA, G.SIAM journal on control and optimization. 1998, Vol 36, Num 2, pp 579-589, issn 0363-0129Article

Bellman equations of risk-sensitive controlNAGAI, H.SIAM journal on control and optimization. 1996, Vol 34, Num 1, pp 74-101, issn 0363-0129Article

Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equationsFALCONE, M; FERRETTI, R.Numerische Mathematik. 1994, Vol 67, Num 3, pp 315-344, issn 0029-599XArticle

General Gittins index processes in discrete timeEL KAROUI, N; IOANNIS KARATZAS.Proceedings of the National Academy of Sciences of the United States of America. 1993, Vol 90, Num 4, pp 1232-1236, issn 0027-8424Article

Control problems with random and progressively known targetsLEIZAROWITZ, A.Journal of optimization theory and applications. 1988, Vol 59, Num 3, pp 445-465, issn 0022-3239Article

Static Solutions of the Hamilton―Jacobi―Bellman Equation for Circular Orbit TransfersALIZADEH, Iman; VILLAC, Benjamin F.Journal of guidance, control, and dynamics. 2011, Vol 34, Num 5, pp 1584-1588, issn 0731-5090, 5 p.Article

Subgame Consistent Cooperative Solution of Dynamic Games with Random HorizonYEUNG, D. W. K; PETROSYAN, L. A.Journal of optimization theory and applications. 2011, Vol 150, Num 1, pp 78-97, issn 0022-3239, 20 p.Article

Patchy solutions of hamilton-jacobi-bellman partial differential equationsNAVASCA, Carmeliza; KRENER, Arthur J.Lecture notes in control and information sciences. 2007, pp 251-270, issn 0170-8643, isbn 978-3-540-73569-4, 20 p.Conference Paper

Ergodic control of stochastic differential systems with controller constraintsFUJITA, Y; MORIMOTO, H.Stochastics and stochastics reports (Print). 1996, Vol 58, Num 3-4, pp 245-257, issn 1045-1129Article

Convex duality and generalized solutions in optimal control problem for stopped processes : the deterministic modelHANG ZHU.SIAM journal on control and optimization. 1992, Vol 30, Num 2, pp 465-476, issn 0363-0129Article

Viscosity solutions for the dynamic programming equationsTATARU, D.Applied mathematics & optimization. 1992, Vol 25, Num 2, pp 109-126, issn 0095-4616Article

Optimal locally absolutely continuous change of measure. Finite set of decisions. II: Optimization problemsCHITASHVILI, R. J; MANIA, M. G.Stochastics. 1987, Vol 21, Num 3, pp 187-229, issn 0090-9491Article

Some Linear and Nonlinear Integral Inequalities on Time Scales in Two Independent VariablesFERREIRA, R. A. C; TORRES, D. F. M.Nonlinear dynamics and systems theory. 2009, Vol 9, Num 2, pp 161-169, issn 1562-8353, 9 p.Article

Semicontinuous solutions for Hamilton-Jacobi equations and the L-control problemBARRON, E. N; LIU, W.Applied mathematics & optimization. 1996, Vol 34, Num 3, pp 325-360, issn 0095-4616Article

On optimization of the process of data improvementBELENKY, V; BELOSTOTSKY, A.Management science. 1991, Vol 37, Num 11, pp 1491-1495, issn 0025-1909Article

Optimal stopping of observations in control problems for random walksVINNICHENKO, S. V; MAZALOV, V. V; YURINSKY et al.Theory of probability and its applications. 1990, Vol 35, Num 4, pp 746-753, issn 0040-585XArticle

Application of the dynamic programming method to standardization problemsALIAKBAROV, S. M.U.S.S.R. computational mathematics and mathematical physics. 1990, Vol 30, Num 1, pp 23-30, issn 0041-5553Article

Contolled diffusions in a random mediumBENSOUSSAN, A; BLANKENSHIP, G.Stochastics. 1988, Vol 24, Num 2, pp 87-120, issn 0090-9491Article

A successive approximation algorithm for stochastic control problemsCHANG, M. H; KRISHNA, K.Applied mathematics and computation. 1986, Vol 18, Num 2, pp 155-165, issn 0096-3003Article

Ergodic type Bellman equation of risk-sensitive control and portfolio optimization on infinite time horizonKURODA, Kazutaka; NAGAI, Hideo.Optimal control and partial differential equation. Conference. 2001, pp 530-538, isbn 1-58603-096-5Conference Paper

Rationality assumptions and optimality of co-learningRON SUN; DEHU QI.Lecture notes in computer science. 2000, pp 61-75, issn 0302-9743, isbn 3-540-67911-1Conference Paper

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