Control òptim estocàstic

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dc.contributor.advisorVives i Santa Eulàlia, Josep, 1963-
dc.contributor.authorKarimi González, Armak
dc.date.accessioned2021-11-19T08:36:55Z
dc.date.available2021-11-19T08:36:55Z
dc.date.issued2021-01-24
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: Josep Vives i Santa Eulàliaca
dc.description.abstract[en] The main goal of this project is to study the relationship between two classic methods that are used in solving optimal control problems: Pontryagin’s maximum principle and Bellman’s dynamic programming. Throughout the project, two different cases are always laid out at the same time: the deterministic case and the stochastic case. Beginning with a stochastic calculus introduction and an exhaustive description of the optimal control problem, the two solving methods are studied separately in order to conclude with a comparison between both of them.ca
dc.format.extent54 p.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/2445/181323
dc.language.isocatca
dc.rightscc-by-nc-nd (c) Armak Karimi González, 2021
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.sourceTreballs Finals de Grau (TFG) - Matemàtiques
dc.subject.classificationTeoria de controlca
dc.subject.classificationTreballs de fi de grau
dc.subject.classificationOptimització matemàticaca
dc.subject.classificationProcessos estocàsticsca
dc.subject.otherControl theoryen
dc.subject.otherBachelor's theses
dc.subject.otherMathematical optimizationen
dc.subject.otherStochastic processesen
dc.titleControl òptim estocàsticca
dc.typeinfo:eu-repo/semantics/bachelorThesisca

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Treballs Finals de Grau (TFG) - Matemàtiques