Seminario del 2024

Aprile
29
2024
Salvatore Federico
Introduction to optimal control theory and HJB equations with some applications
nell'ambito della serie: TOPICS IN MATHEMATICS 2023/2024
analisi matematica
probabilità
The talk is intended to provide a pedagogical introduction to optimal control theory in continuous time and to its connections to PDEs. I will present the main ideas of the Dynamic Programming approach for a family of optimal control problems, both in the deterministic and in the stochastic framework. Some applications in economic growth theory and epidemiological models will be illustrated.
organizzato da: Giacomo De Palma, Eleonora Cinti

indietro