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psalgado
Recent content by psalgado
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Help on optimal control problem
Hi guys, I could use some help on the proof of a verification theorem for the following optimal control problem J_{M}(x;u)&\equiv&\mathbb{E}^{x}\left[\int_{0}^{\tau_{C}}\left(\int_{0}^{t}e^{-rs}\pi_{M}(x_{s})ds\right)\lambda...
psalgado
Thread
Aug 22, 2011
Tags
Control
Optimal control
Replies: 1
Forum:
Differential Equations
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