hamilton-jacobi-bellman theory

Applying dynamic-programming and control-theoretic methods (HJB equations) to characterize optimal policies and value dynamics in continuous-time or mean-field control problems, including deriving closed-loop controllers and handling discrete-time observation issues.

hamilton-jacobi-bellmantheory

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Hot Scholars

AA

Alexis Akira Toda

Emory University
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Erhan Bayraktar

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Mathematical FinanceStochastic optimal controlprobabilityinsurance mathematics
LB

Lijun Bo

Professor, School of Mathematics and Statistics, Xidian University
Stochastic Differential EquationsMathematical Finance
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Giorgio Ferrari

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