Showing 1 - 9 results of 9 for search 'bellman’s optimality principle', query time: 0.05s Refine Results
  1. 1
    THE OPTIMAL PRINCIPLE OF BELLMAN IN THE PROBLEM OF OPTIMAL MEANS DISTRIBUTION BETWEEN ENTERPRISES FOR THE EXPANSION OF PRODUCTION

    THE OPTIMAL PRINCIPLE OF BELLMAN IN THE PROBLEM OF OPTIMAL MEANS DISTRIBUTION BETWEEN ENTERPRISES FOR THE EXPANSION OF PRODUCTION by A. Tarasenko, I. Egorova

    Published 2019-11-01
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  2. 2
    Optimal Covid-19 Control on Effectiveness of Detection Campaign and Treatment

    Optimal Covid-19 Control on Effectiveness of Detection Campaign and Treatment by Mouhamadou A. M. T. Baldé, Sidy Ly, Léna Tendeng

    Published 2025-04-01
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  3. 3
    Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint

    Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint by Yuzhen Wen, Chuancun Yin

    Published 2019-01-01
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  4. 4
    Optimal feedback control of dynamical systems via value-function approximation

    Optimal feedback control of dynamical systems via value-function approximation by Kunisch, Karl, Walter, Daniel

    Published 2023-07-01
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  5. 5
    On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost

    On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost by Silvia C. Di Marco, Roberto L. V. González

    Published 2003-01-01
    “…After introducing an auxiliary problem, we analyze the dynamical programming principle (DPP) and we present a Hamilton-Jacobi-Bellman (HJB) system. …”
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  6. 6
    Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems

    Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems by Tao Hao, Juan Li

    Published 2014-01-01
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  7. 7
    Optimal Asset Allocation for CRRA and CARA Insurers under the Vasicek Interest Rate Model

    Optimal Asset Allocation for CRRA and CARA Insurers under the Vasicek Interest Rate Model by Hanlei Hu, Shaoyong Lai, Hongjing Chen

    Published 2022-01-01
    “…Solving the corresponding Hamilton-Jacobi-Bellman equation via the Legendre transform approach, the optimal premium allocation strategies maximizing the expected utilities of terminal wealth are derived. …”
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  8. 8
    Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model

    Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model by Lidong Zhang, Ximin Rong, Ziping Du

    Published 2014-01-01
    “…Due to lack of iterated-expectation property, the Bellman Optimization Principle does not hold. Thus we investigate the precommitted strategy and time-consistent strategy, respectively. …”
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  9. 9
    Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process

    Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process by Hao Chang, Xi-min Rong

    Published 2013-01-01
    “…Firstly, we apply Lagrange duality theorem to change an original mean-variance problem into an equivalent optimization one. 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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