On a functional differential equation that arises in a Markov control problem
โ Scribed by Stanley R Pliska
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 809 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0022-0396
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We prove a monotonicity and a comparison theorem for the solutions of a rational matrix differential equation appearing in stochastic control and derive existence and convergence results for the solutions of this differential equation. Moreover, in the time-invariant case, we present conditions ensu
Dordan, O., Mathematical problems arising in qualitative simulation of a differential equation, Artificial Intelligence 55 (1992) 61-86. Kuiper's QSIM algorithm is an expert system which studies the qualitative evolution of a differential inclusion. This paper addresses several issues raised by QSI