# metadata.dc.description[].value
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: Josep Vives i Santa Eulàlia

# metadata.dc.description.abstract[].value
[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.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Armak Karimi González, 2021

# metadata.dc.source[].value
Treballs Finals de Grau (TFG) - Matemàtiques