Using optimal control without loss the money in future
DOI:
https://doi.org/10.58916/jhas.v8i5.121الكلمات المفتاحية:
Markov control – Ito process-Brownain motion-Hamilton – Jakobi bellman- optimal controlالملخص
The purpose of writing this paper is to demonstrate a short study to learn how the person to maximize his money by using an optimal control without loss. The purpose of the control is to maximize the expected payoff in the future . We have in this paper very valuable result .
If we have found an optimal decision that will bring some positive inpute in future . We know that to maximize our money with out losing is actually very necessary part in our life.
Suppose that the state of a system at time t is described by ito process
of the form
Markov control is assume that does not depend on the starting point , the value we choose at time only dependes on of the system at this time.
التنزيلات
المراجع
Qksendal , Bernt. (2003): Stochastic Differential Equational.
Williams , David. (2004) Probability With Martingales.
Dynkin, E.B.1956 Markov Process, vol.I . Spring- Verlag.
Williams, Rogers. 2000 Diffusions, Markov Process and Martingale.
Fleming , W.H., Rishel , R.W.1975 Deterministic and Stochastic Opti- mal Control.
Kirk,DonaldE. (1970). Optimal Control Theory.
Naidu, Desineni S (2003) .The Hamilton-jacobi- Bellman Equation.
التنزيلات
منشور
إصدار
القسم
كيفية الاقتباس
