Xuất bản mới
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Đoàn Thái Sơn, Phan Thị Hương, Peter E. Kloeden, Theta-scheme for solving Caputo fractional differential equations, Electronic Journal of Differential Equations, Vol. 2025 (2025), No. 05, pp. 1-13 (SCI-E, Scopus) .
Đinh Sĩ Tiệp, Guo Feng, Nguyễn Hồng Đức, Phạm Tiến Sơn, Computation of the Łojasiewicz exponents of real bivariate analytic functions, Manuscripta Mathematica . Volume 176, 1 (2025) (SCI-E, Scopus) .

Bellman's equation and the value function

Người báo cáo: Nguyễn Quốc Tuấn

Time: 9Am-10Am, April 11th 2023 (Tuesday)

Location: Room 617, building A6, Institute of Mathematics (18 Hoang Quoc Viet, Cau Giay, Hanoi)

Abstract: In this seminar, we derive the dynamic programming equation called Bellman's equations. Their solutions are used to find optimal strategies in the form of closed loop control. We also show that, if the value function of optimal control problems is smooth, then it is a solution of the Bellman equation.