The toolbox dynopt is a collection of scripts and functions for dynamic optimisation of processes described by ordinary differential and algebraic equations (ODE/DAE). The original problem is ...

Stochastic Dynamic Programming is finally employed to online choose the best strategy at the beginning of each lap, considering the competitors' initial position and their forecast future motion ...

Bang-bang control and switching functions. Dynamic programming. Control under uncertainty. Itô's Lemma. Hamilton-Jacobi-Bellman equation. If time allows: Applications to Economics and Finance: ...

The objective of this model is the maximisation of profit using a dynamic programming [6] model with Bayesian updating to incorporate the usage of past customer information to optimise acceptance ...

Optimisation and Algorithms The Optimisation and Algorithms (OA) Group conducts research and teaching in the theory and applications of Operations Research (OR). The group's foremost interest is in ...

Article citations More>> Bellman, R. (1957) Dynamic Programming. Princeton University Press, Princeton, NJ. has been cited by the following article: TITLE: Dynamic Programming for Estimating ...