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This is a video about Discrete-Time Hybrid Control Models

Discrete-Time Hybrid Control Models

May 9, 2018
IMA
Presenters: Hector Jasso-Fuentes

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This is a video about Numerical Approximations for Minimax Markov Control Problems

Numerical Approximations for Minimax Markov Control Problems

May 9, 2018
IMA
Presenters: Tomás Prieto Rumeau

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This is a video about Average cost per unit time control problem of Markov processes with degenerate observation

Average cost per unit time control problem of Markov processes with degenerate observation

May 9, 2018
IMA
Presenters: Lukasz Stettner

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This is a video about Time-Inconsistent Optimal Control Problems

Time-Inconsistent Optimal Control Problems

May 8, 2018
IMA
Presenters: Jiongmin Yong

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This is a video about Hedging with friction

Hedging with friction

May 8, 2018
IMA
Presenters: H. Mete Soner

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This is a video about Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods

Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods

May 8, 2018
IMA
Presenters: Paul Dupuis

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This is a video about Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems

Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems

May 8, 2018
IMA
Presenters: Hongwei Mei

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This is a video about Numerical approximation of average Markov decision processes in continuous-time

Numerical approximation of average Markov decision processes in continuous-time

May 8, 2018
IMA
Presenters: Francois Dufour

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This is a video about Control of discrete-time Markov jump linear systems with partial information

Control of discrete-time Markov jump linear systems with partial information

May 8, 2018
IMA
Presenters: Oswaldo Costa

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