DYNAMICAL SYSTEMS Seminar

Tuesday, April 2, 2013

Dynamic programming for ordinary differential equations


Diogo Pinheiro
(CEMAPRE-ISEG)

Abstract: We discuss the dynamic programming method to address optimal control problems associated with dynamical systems defined by ordinary differential equations. For this class problems, we obtain Bellman’s principle of optimality and the corresponding Hamilton-Jacobi-Bellman equation.

Tuesday, April 2, 2013
Time: 10h30
Room: B3-01, Complexo Interdisciplinar, UL
http://cemapre.iseg.ulisboa.pt/seminars/dynsys/