Lesson 17

27 Novembro 2019, 15:30 • MANUEL CIDRAES CASTRO GUERRA

The HJB equation for the standard optimal control problem.

Examples.

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Lesson 16

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

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

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Lesson 15

20 Novembro 2019, 15:30 • MANUEL CIDRAES CASTRO GUERRA

The dynamic programming principle for controlled diffusions

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Lesson 14

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

Introduction to the Dynamic Programming Principle.

Optimal control problems.

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Lesson 13

13 Novembro 2019, 15:30 • MANUEL CIDRAES CASTRO GUERRA

Exercises and examples on functional optimization.

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