Abstract: In this paper, the application of the dynamic programming approach to constrained stochastic control problems with expected value constraints is demonstrated. Specifically, two such problems ...

Abstract: It is demonstrated that the dynamic programming approach provides a simple and versatile means for analyzing constrained stochastic control problems. Specifically, three such problems are ...

"During the numerical solution of initial value problems for ordinary differential equations, it is often observed that explicit numerical schemes fail to work efficiently or at all due to the need to ...

It’s well known that the solution of equations always uses complicated methods. In this paper the first integral method is used to find the actual solution of equations in a simple way, rather than ...

ABSTRACT: In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based ...

This repository contains two Java programs designed to solve distinct problems: calculating six marks and solving equations. These solutions are part of a university assignment focused on applying ...