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检索条件"主题词=DYNAMIC PROGRAMMING PRINCIPLE"
226 条 记 录,以下是61-70 订阅
排序:
Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework
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OPTIMAL CONTROL APPLICATIONS & METHODS 2021年 第2期42卷 445-468页
作者: Meng, Weijun Shi, Jingtao Shandong Univ Sch Math Jinan 250100 Peoples R China
This article is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed.... 详细信息
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Business decision-making of power generators in competitive electricity market
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HELIYON 2024年 第2期10卷 e23987页
作者: Shao, Lingjie Chen, Tingting Zhu, Jingjing Li, Mengsi He, Yiming Lin, Haiting Zhejiang Shuren Univ Sch Econ & Social Welf Hangzhou 310015 Peoples R China Zhejiang Univ Finance & Econ Sch Finance Hangzhou 310018 Peoples R China Zhejiang Univ Finance & Econ Law Sch Hangzhou 310018 Peoples R China Renmin Univ China Sch Agr Econ & Rural Dev Beijing 100872 Peoples R China Zhejiang Univ Finance & Econ Yingyang Sch Financial Technol Hangzhou 310018 Peoples R China CIT Securities Co Ltd 8 Zhong Xin San Rd Shenzhen Peoples R China
This paper presents a theoretical framework for the business decision -making process of the power generators as price takers when considering the participation of energy storage. The framework assesses rational valua... 详细信息
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A unified framework for robust modelling of financial markets in discrete time
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FINANCE AND STOCHASTICS 2021年 第3期25卷 427-468页
作者: Obloj, Jan Wiesel, Johannes Univ Oxford Math Inst Woodstock Rd Oxford OX2 6GG England Univ Oxford St Johns Coll Woodstock Rd Oxford OX2 6GG England Columbia Univ Dept Stat New York NY USA
We unify and establish equivalence between the pathwise and the quasi-sure approaches to robust modelling of financial markets in finite discrete time. In particular, we prove a fundamental theorem of asset pricing an... 详细信息
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Mean-Field Controls with Q-LearrhIrs for Cooperative MARL: Convergence and Complexity Analysis
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SIAM JOURNAL ON MATHEMATICS OF DATA SCIENCE 2021年 第4期3卷 1168-1196页
作者: Gu, Haotian Guo, Xin Wei, Xiaoli Xu, Renyuan Univ Calif Berkeley Dept Math Berkeley CA 94720 USA Univ Calif Berkeley IEOR Dept Berkeley CA 94720 USA Univ Southern Calif Ind & Syst Engn Los Angeles CA 90007 USA
Multi-agent reinforcement learning (MARL), despite its popularity and empirical success, suffers from the curse of dimensionality. This paper builds the mathematical framework to approximate cooperative MARL by a mean... 详细信息
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Impact of government's support policy on decision-making of platform participants under ESG
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NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2025年 75卷
作者: Li, Renzhong Fei, Chen Fei, Weiyin Univ Shanghai Sci & Technol Business Sch Shanghai 200093 Peoples R China Anhui Polytech Univ Sch Math Phys & Finance Wuhu 241000 Peoples R China
Blockchain-based token platform economy is a new branch of digital platform economics. Constructing a continuous time dynamic model of token platform economy, this paper analyzes what kind of ESG policy is appropriate... 详细信息
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Deterministic differential games in infinite horizon involving continuous and impulse controls
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JOURNAL OF CONTROL AND DECISION 2023年
作者: El Asri, Brahim Lalioui, Hafid Ibn Zohr Univ Equipe Aide Decis Lab LISAD ENSA Agadir Morocco Ibn Zohr Univ Equipe Aide Decis Lab LISAD ENSA BP 1136 Agadir Morocco
We study a new class of two-player, zero-sum, deterministic differential games where each player uses both continuous and impulse controls in an infinite horizon with discounted payoff. We assume that the form and cos... 详细信息
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dynamic programming for Finite Ensembles of Nanomagnetic Particles
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JOURNAL OF SCIENTIFIC COMPUTING 2019年 第1期80卷 351-375页
作者: Jensen, Max Majee, Ananta K. Prohl, Andreas Schellnegger, Christian Univ Sussex Dept Math Pevensey 2 BldgFalmer Campus Brighton BN1 9QH E Sussex England Indian Inst Technol Delhi Dept Math Hauz Khas New Delhi 110016 India Univ Tubingen Math Inst Morgenstelle 10 D-72076 Tubingen Germany
We use optimal control via a distributed exterior field to steer the dynamics of an ensemble of N interacting ferromagnetic particles which are immersed into a heat bath by minimizing a quadratic functional. Using the... 详细信息
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A Sojourn-Based Approach to Semi-Markov Reinforcement Learning
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JOURNAL OF SCIENTIFIC COMPUTING 2022年 第2期92卷 36-36页
作者: Ascione, Giacomo Cuomo, Salvatore Univ Napoli Federico II Naples Italy Univ Napoli Federico II Dipartimento Matemat & Applicaz Naples Italy
In this paper we introduce a new approach to discrete-time semi-Markov decision processes based on the sojourn time process. Different characterizations of discrete-time semi-Markov processes are exploited and decisio... 详细信息
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A Finite Difference Method for the Variational p-Laplacian
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JOURNAL OF SCIENTIFIC COMPUTING 2022年 第1期90卷 67-67页
作者: del Teso, Felix Lindgren, Erik Univ Autonoma Madrid Dept Matemat Campus Cantoblanco Madrid 28049 Spain Uppsala Univ Dept Math S-48075106 Uppsala Sweden
We propose a new monotone finite difference discretization for the variational p-Laplace operator, Delta(p)u = div(vertical bar del u vertical bar(p-2)del u), and present a convergent numerical scheme for related Diri... 详细信息
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Time-dependent tug-of-war games and normalized parabolic p-Laplace equations
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NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS 2022年 214卷 112542-112542页
作者: Han, Jeongmin Seoul Natl Univ Dept Math Sci 1 Gwanak Ro Seoul South Korea
In this paper, we study value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Usi... 详细信息
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