It is demonstrated that the dynamic programming approach provides a simple and versatile means for analyzing constrained stochastic control problems. Specifically, three such problems are analyzed ...

Java Calculations and Equations This repository contains two Java programs designed to solve distinct problems: calculating six marks and solving equations. These solutions are part of a university ...

We study monotone numerical schemes for nonlocal Isaacs equations, the dynamic programming equations of stochastic differential games with jump-diffusion state processes. These equations are fully ...

Numerical techniques are presented for computing the roots of polynomial equations. By applying the recommended scaling and inversion rules, the basic Bistrow and Newton-Raphson iterative techniques ...

Research Article Mathematics Some Functional Equations in the Theory of Dynamic Programming Richard Bellman Authors Info & Affiliations October 15, 1953 39 (10) 1077-1082 ...

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We formulate this in a time consistent way and derive the corresponding dynamic programming equations. To solve the obtained multistage problem, we develop a variant of the stochastic dual dynamic ...