Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost
نویسندگان
چکیده
منابع مشابه
Stochastic Differential Games Involving Impulse Controls ∗
A zero-sum stochastic differential game problem on infinite horizon with continuous and impulse controls is studied. We obtain the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities. We also obtain a verification theorem which provides an optimal strategy of the game. Mathematics Subject Classificati...
متن کاملthe influence of social and cultural capital on efl students critical thinking skills
the major aim of this study was to investigate the relationship between social and cultural capital and efl students’ critical thinking skills. this study takes this relationship in to account to see if people with different sociocultural status are different regarding their critical thinking skills. to this end, 160 university students majoring in english language and literature, english trans...
15 صفحه اولRisk Sensitive Stochastic Control and Differential Games
We give a concise introduction to risk sensitive control of Markov diffusion processes and related two-controller, zero-sum differential games. The method of dynamic programming for the risk sensitive control problem leads to a nonlinear partial differential equation of HamiltonJacobi-Bellman type. In the totally risk sensitive limit, this becomes the Isaacs equation for the differential game. ...
متن کاملeffect of seed priming and irrigation regimes on yield,yield components and quality of safflowers cultivars
این مطالعه در سال 1386-87 در آزمایشگاه و مزرعه پژوهشی دانشگاه صنعتی اصفهان به منظور تعیین مناسب ترین تیمار بذری و ارزیابی اثر پرایمینگ بر روی سه رقم گلرنگ تحت سه رژیم آبیاری انجام گرفت. برخی از مطالعات اثرات سودمند پرایمینگ بذر را بر روی گیاهان مختلف بررسی کرده اند اما در حال حاضر اطلاعات کمی در مورد خصوصیات مربوط به جوانه زنی، مراحل نموی، عملکرد و خصوصیات کمی و کیفی بذور تیمار شده ژنوتیپ های م...
a comparison of teachers and supervisors, with respect to teacher efficacy and reflection
supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2019
ISSN: 0363-0129,1095-7138
DOI: 10.1137/18m1186186