Related papers: Dynamic Programming: Finite States
In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…
We study existence and uniqueness of the fixed points solutions of a large class of non-linear variable discounted transfer operators associated to a sequential decision-making process. We establish regularity properties of these solutions,…
This thesis is entitled Dynamic programming systems for modeling and control of the traffic in transportation networks. Two parts are distinguished in this dissertation: 1) methods and approaches based on min-plus or max-plus algebra, where…
Modern scientific computational methods are undergoing a transformative change; big data and statistical learning methods now have the potential to outperform the classical first-principles modeling paradigm. This book bridges this…
We establish a connection between finite fields and finite dynamical systems. We show how this connection can be used to shed light on some problems in finite dynamical systems and in particular, in linear systems.
"Natural languages are programming languages for minds." Can we or should we take this slogan seriously? If so, how? Can answers be found by looking at the various "dynamic" treatments of natural language developed over the last decade or…
We introduce a framework that represents a dynamic program as a family of operators acting on a partially ordered set. We provide an optimality theory based only on order-theoretic assumptions and show how applications across almost all…
This thesis develops a system for automatically analyzing and improving dynamic programs, such as those that have driven progress in natural language processing and computer science, more generally, for decades. Finding a correct program…
Here practical aspects of conducting research via computer simulations are discussed. The following issues are addressed: software engineering, object-oriented software development, programming style, macros, make files, scripts, libraries,…
Convexity, though extremely important in mathematical programming, has not drawn enough attention in the field of dynamic programming. This paper gives conditions for verifying convexity of the cost-to-go functions, and introduces an…
Computational intelligence in finance has been a very popular topic for both academia and financial industry in the last few decades. Numerous studies have been published resulting in various models. Meanwhile, within the Machine Learning…
This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
This survey collects, within a unified framework, various results (primarily by the authors themselves) on the use of Deterministic Infinite-Dimensional Optimal Control Theory to address applied economic models. The main aim is to…
The objective of this book is to give a comprehensive presentation of the research field concerned with infinite duration games on graphs. Historically, these game models appeared in the study of automata and logic, and they later became…
This paper studies a discrete-time optimal switching problem on a finite horizon. The underlying model has a running reward, terminal reward and signed (positive and negative) switching costs. Using the martingale approach to optimal…
In this document, some novel theoretical and computational techniques for constrained approximation of data-driven systems, are presented. The motivation for the development of these techniques came from structure-preserving matrix…
This paper provides new conditions for dynamic optimality in discrete time and uses them to establish fundamental dynamic programming results for several commonly used recursive preference specifications. These include Epstein-Zin…
We present the approach underlying a course on "Domain-Specific Languages of Mathematics", currently being developed at Chalmers in response to difficulties faced by third-year students in learning and applying classical mathematics (mainly…
Optimization and Stochastic Processes Applied to Economy and Finance -- is the name of this book translated to English; It has been used at the IME-USP - The Institute of Mathematics and Statistics of the University of Sao Paulo, since…
Robust optimization is a young and active research field that has been mainly developed in the last 15 years. Robust optimization is very useful for practice, since it is tailored to the information at hand, and it leads to computationally…