Mathematics Colloquia and Seminars
Stochastic Hamilton Jacobi Bellman Equations and Regular Singular PointsMathematical Physics & Probability
|Speaker:||Arthur Krener, Naval Academy, Monterey|
|Start time:||Wed, Mar 6 2019, 4:10PM|
Abstract: Some stochastic HJB equations have a regular singular point at the origin and so the Taylor series of the optimal cost and optimal feedback can be computed degree by degree.