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Optimally eating a stochastic cake: a recursive utility approach

โœ Scribed by Anne Epaulard; Aude Pommeret


Book ID
117629151
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
94 KB
Volume
25
Category
Article
ISSN
0928-7655

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Bilinear quadratic optimal control: a re
โœ B. Chanane ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 106 KB ๐Ÿ‘ 2 views

This paper deals with the time-varying bilinear quadratic optimal control problem. Using Adomian's decomposition method, we shall first derive a functional expansion for the input-output map of the system, then transform the cost functional so that it yields the optimal control in a recursive manner