Lesson 17

27 Novembro 2019, 15:30 • Manuel Cidraes Castro Guerra

The HJB equation for the standard optimal control problem.

Examples.

---

Lesson 16

21 Novembro 2019, 16:00 • Manuel Cidraes Castro Guerra

The Hamilton-Jacobi-Bellman equation for the standard optimal control problem.

---

Lesson 15

20 Novembro 2019, 15:30 • Manuel Cidraes Castro Guerra

The dynamic programming principle for controlled diffusions

---

Lesson 14

14 Novembro 2019, 16:00 • Manuel Cidraes Castro Guerra

Introduction to the Dynamic Programming Principle.

Optimal control problems.

---

Lesson 13

13 Novembro 2019, 15:30 • Manuel Cidraes Castro Guerra

Exercises and examples on functional optimization.

---