Control òptim estocàstic
| dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | |
| dc.contributor.author | Karimi González, Armak | |
| dc.date.accessioned | 2021-11-19T08:36:55Z | |
| dc.date.available | 2021-11-19T08:36:55Z | |
| dc.date.issued | 2021-01-24 | |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: Josep Vives i Santa Eulàlia | ca |
| 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.extent | 54 p. | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | https://hdl.handle.net/2445/181323 | |
| dc.language.iso | cat | ca |
| dc.rights | cc-by-nc-nd (c) Armak Karimi González, 2021 | |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | |
| dc.subject.classification | Teoria de control | ca |
| dc.subject.classification | Treballs de fi de grau | |
| dc.subject.classification | Optimització matemàtica | ca |
| dc.subject.classification | Processos estocàstics | ca |
| dc.subject.other | Control theory | en |
| dc.subject.other | Bachelor's theses | |
| dc.subject.other | Mathematical optimization | en |
| dc.subject.other | Stochastic processes | en |
| dc.title | Control òptim estocàstic | ca |
| dc.type | info:eu-repo/semantics/bachelorThesis | ca |
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