The Capacity Expansion Path Problem in Networks by Jianping Li, Juanping Zhu

“…For the minimum number arc capacity expansion path problem (MN-CEP), we give a strongly polynomial algorithm based on the dynamic programming. For the minimum-cost capacity expansion shortest path problem (MCESP), we give a strongly polynomial algorithm by constructing a shortest paths network.…”
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Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Continuous-Time Markov Decision Processes by Xiao Wu, Yanqiu Tang

“…This paper is concerned with the asymptotic optimality of quantized stationary policies for continuous-time Markov decision processes (CTMDPs) in Polish spaces with state-dependent discount factors, where the transition rates and reward rates are allowed to be unbounded. Using the dynamic programming approach, we first establish the discounted optimal equation and the existence of its solutions. …”
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Dynamic Modeling and Analysis of Micro-Video Teaching System Based on Cloud Computing in College English Teaching by Ying Chen

“…How to cultivate talented person who meets the needs of society lied in the comprehensive ability of teaching in colleges and universities, so the college English education professional grammar teaching model is studied based on dynamic programming algorithm. After a brief overview of the dynamic rule algorithm, an algorithm for evaluating English grammar learning in colleges and universities is designed by using dynamic algorithm. …”
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Robust Trajectory Tracking of Uncertain Systems via Adaptive Critic Learning by Ziliang Zhao, Qinglin Zhu, Bin Guo

“…This study develops an adaptive dynamic programming (ADP) scheme for uncertain systems to achieve the robust trajectory tracking. …”
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Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems by Tao Hao, Juan Li

“…We get the related dynamic programming principle (DPP) with the help of the stochastic backward semigroup which was introduced by Peng in 1997. …”
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Formulation and Analysis of Patterns in a Score Matrix for Global Sequence Alignment by James Owusu Asare, Justice Kwame Appati, Kwaku Darkwah

“…The general algorithm associated with global sequence alignment is the dynamic programming algorithm of Needleman and Wunsch. In this paper, patterns are exploited in the score matrix of the Needleman–Wunsch algorithm. …”
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Optimal Reinsurance-Investment Problem for an Insurer and a Reinsurer with Jump-Diffusion Process by Hanlei Hu, Zheng Yin, Xiujuan Gao

“…The surplus process is assumed to follow a jump-diffusion process and the insurer is permitted to purchase proportional reinsurance from the reinsurer. Applying dynamic programming approach and dual theory, the corresponding Hamilton-Jacobi-Bellman equations are derived and the optimal strategies for exponential utility function are obtained. …”
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Optimization of the Aedes aegypti Control Strategies for Integrated Vector Management by Marat Rafikov, Elvira Rafikova, Hyun Mo Yang

“…The solution of the optimization control problem is based on the ideas of the Dynamic Programming and Lyapunov Stability using State-Dependent Riccati Equation (SDRE) control method. …”
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Nonzero-Sum Stochastic Differential Game between Controller and Stopper for Jump Diffusions by Yan Wang, Aimin Song, Cheng-De Zheng, Enmin Feng

“…This game is studied in a jump diffusions setting within Markov control limit. By a dynamic programming approach, we give a verification theorem in terms of variational inequality-Hamilton-Jacobi-Bellman (VIHJB) equations for the solutions of the game. …”
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Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process by Hao Chang, Xi-min Rong

“…Secondly, we use dynamic programming principle to get the Hamilton-Jacobi-Bellman (HJB) equation for the value function, which is a more sophisticated nonlinear second-order partial differential equation. …”
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Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints by Moussa Kounta

“…In fact, the value function V often does not have the smoothness properties needed to interpret it as a solution to the dynamic programming partial differential equation in the usual (classical) sense; however, in such cases V can be interpreted as a viscosity solution. …”
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Optimal Asset Allocation for CRRA and CARA Insurers under the Vasicek Interest Rate Model by Hanlei Hu, Shaoyong Lai, Hongjing Chen

“…Stochastic control theory and dynamic programming principle are applied to investigate the optimal proportional reinsurance-investment strategy for an insurer under the Vasicek stochastic interest rate model. …”
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Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility by Lei Ge, Qiang Zhang

“…Based on the method of dynamic programming, this paper uses analysis methods governed by the nonlinear and inhomogeneous partial differential equation to study modern portfolio management problems with stochastic volatility, incomplete markets, limited investment scope, and constant relative risk aversion (CRRA). …”
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Velocity Control for Coning Motion Missile System Using Direct Discretization Method by Rui-sheng Sun, Chao Ming

“…By using a direct discretization method to transform the optimal control problem into a nonlinear dynamic programming problem, the optimal trajectory and velocity profile are obtained to satisfy the design index requirement. …”
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Data-Driven Approximated Optimal Control for Chemical Processes with State and Input Constraints by Mingfang He

“…Then, adaptive dynamic programming (ADP) with nonquadratic performance integrand is adopted to handle the augmented system with input constraints. …”
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Portfolio Selection with Liability and Affine Interest Rate in the HARA Utility Framework by Hao Chang, Kai Chang, Ji-mei Lu

“…The investors wish to look for an optimal investment strategy to maximize the expected utility of the terminal surplus under hyperbolic absolute risk aversion (HARA) utility function, which consists of power utility, exponential utility, and logarithm utility as special cases. By applying dynamic programming principle and Legendre transform, the explicit solutions for HARA utility are achieved successfully and some special cases are also discussed. …”
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Optimal Control for Networked Control Systems with Markovian Packet Losses by Xiao Han, Zhijian Ji, Qingyuan Qi

“…Furthermore, by adopting the dynamic programming approach, we derive the optimal output feedback control, which is based on the solution to a given modified Riccati equation. …”
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Program semantic analysis model for code reuse detection by GUO Xi, WANG Pan

“…On this basis, dynamic programming analysis methods were used to obtain similarity results between basic blocks at the granularity of the basic blocks, and neighborhood search was performed on the basis of the control flow graph to extend similarity analysis from the basic block level to the function level. …”
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An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing by Mohamed Maidoumi, Boubker Daafi, Mehdi Zahid

“…Our work is aimed at modeling the American option price by combining the dynamic programming and the optimal stopping time under two asset price models. …”
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Stochastic Modeling of Internet Service for Profit Optimization in Uganda by Christopher, Senfuka, Paul, Kizito Mubiru, Maureen, N. Ssempijja

“…The bandwidth adjustment policies are determined using dynamic programming over a finite period planning horizon. …”
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