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RISOptimal financing and dividend control of the insurance company with excess of loss reinsurance policy
Publisher: Elsevier Science
Year: 2014
SOLVING HAMILTON-JACOBI-BELLMAN EQUATION USING VARIATIONAL ITERATION METHOD
Year: 2011
Abstract:
Abstract. This paper presents an analytical approximate solution for
nonlinear Hamilton-Jacobi-Bellman (HJB) equation. The proposed method
involves the well-known Variational Iteration Method (VIM), for solving
the HJB equation...
A novel on stochastic linear quadratic optimal control problems control problems
Year: 2013
Abstract:
Control theory is a mathematical description of how to act optimally to gain future rewards. In this paper we give an introduction to deterministic and stochastic control theory; partial observability , learning ...
Quasi-Z-source inverter for four-wire power supply systems
Publisher: IEEE
Year: 2014