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Stochastic optimal control of a two-dimensional dynamical system

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dc.contributor.author LEFEBVRE, Mario
dc.date.accessioned 2019-11-02T09:01:58Z
dc.date.available 2019-11-02T09:01:58Z
dc.date.issued 2019
dc.identifier.citation LEFEBVRE, Mario. Stochastic optimal control of a two-dimensional dynamical system. In: Electronics, Communications and Computing: extended abstracts of the 10th Intern. Conf.: the 55th anniversary of Technical University of Moldova, Chişinău, October 23-26, 2019. Chişinău, 2019, p. 38. ISBN 978-9975-108-84-3. en_US
dc.identifier.isbn 978-9975-108-84-3
dc.identifier.uri http://repository.utm.md/handle/5014/5877
dc.description Abstract en_US
dc.description.abstract In this paper, exact and explicit solutions will be found in particular cases by making use of the method of similarity solutions to solve the partial differential equation satisfied by the value function. en_US
dc.language.iso en en_US
dc.publisher Tehnica UTM en_US
dc.rights Attribution-NonCommercial-NoDerivs 3.0 United States *
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/us/ *
dc.subject dynamic programming en_US
dc.subject first-passage time en_US
dc.subject partial differential equations en_US
dc.title Stochastic optimal control of a two-dimensional dynamical system en_US
dc.type Article en_US


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  • 2019
    Extended Abstracts of the: The 10th IC|ECCO; October 23-26, 2019

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Attribution-NonCommercial-NoDerivs 3.0 United States Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 United States

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