Lesson 22

12 Dezembro 2019, 16:00 • MANUEL CIDRAES CASTRO GUERRA

The HJB equation in various problems related to optimal control.

Applications to finance

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Lesson 21

11 Dezembro 2019, 15:30 • MANUEL CIDRAES CASTRO GUERRA

The HJB equation in various problems related to optimal control.

 

 Applications to finance.

 

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Lesson 20

5 Dezembro 2019, 16:00 • MANUEL CIDRAES CASTRO GUERRA

The HJB equation in various problems related to optimal control.

 

Applications to finance.

 

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Lesson 19

4 Dezembro 2019, 15:30 • MANUEL CIDRAES CASTRO GUERRA

The HJB equation in various problems related to optimal control.

Applications to finance.

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Lesson 18

28 Novembro 2019, 16:00 • MANUEL CIDRAES CASTRO GUERRA

Introduction to viscosity solutions for second-order PDEs

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