Dynamic equations and time scale analysis offer a unifying framework for the study of systems evolving over time, whether in continuous, discrete, or hybrid settings. By integrating differential ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

Richard Bellman, Irving Glicksberg, Oliver Gross, On Some Nonlinear Integral Equations Occurring in the Theory of Dynamic Programming, Proceedings of the National Academy of Sciences of the United ...

We would like to improve the quantitative skills of students by improving the learning associations among mathematical equations, computer programming, and computer population dynamic models. We plan ...

Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an integral part of the Robotics, System and ...