Xuất bản mới
Trần Hùng Cường, Yongdo Lim, Nguyễn Đông Yên, On a solution method in indefinite quadratic programming under linear constraints, Optimization, Volume 73, 2024 - Issue 4, Pages 1087-1112 (SCI-E, Scopus) .
Yongdo Lim, Hoàng Ngọc Tuấn, Nguyễn Đông Yên, Local Error Bounds for Affine Variational Inequalities on Hilbert Spaces,, Numerical Functional Analysis and Optimization, Volume 45, 2024, Issue 1, Pages 1-15 (SCI-E, Scopus) .
Đỗ Thái Dương, Nguyễn Văn Thiện, On the finite energy classes of quaternionic plurisubharmonic functions, Journal of Mathematical Analysis and Applications, Volume 541, Issue 1, January 2025, 128736 (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.