Essays about: "extended Hamilton-Jacobi-Bellman"
Found 2 essays containing the words extended Hamilton-Jacobi-Bellman.
-
1. Real Time Reachability Analysis for Marine Vessels
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Safety verification of continuous dynamical systems require the computationof the reachable set. The reachable set comprises those states the systemcan reach at a specific point in time. READ MORE
-
2. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation
University essay from KTH/Optimeringslära och systemteoriAbstract : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. READ MORE
Result pages:
1