Vives i Santa Eulàlia, Josep, 1963-Karimi González, Armak2021-11-192021-11-192021-01-24https://hdl.handle.net/2445/181323Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: Josep Vives i Santa Eulàlia[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.54 p.application/pdfcatcc-by-nc-nd (c) Armak Karimi González, 2021http://creativecommons.org/licenses/by-nc-nd/3.0/es/Teoria de controlTreballs de fi de grauOptimització matemàticaProcessos estocàsticsControl theoryBachelor's thesesMathematical optimizationStochastic processesinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess