Department of Mathematics, University of Porto
Seminar Content
Abstract
This research seminar presents a family of stochastic optimal control problems involving multiple random time horizons. The work focuses on mathematical formulations of optimal control under uncertainty and investigates theoretical models with applications in stochastic processes and decision-making.
The seminar highlights analytical approaches for solving optimal control problems in continuous-time stochastic environments.
This research seminar presents a family of stochastic optimal control problems involving multiple random time horizons. The work focuses on mathematical formulations of optimal control under uncertainty and investigates theoretical models with applications in stochastic processes and decision-making.
The seminar highlights analytical approaches for solving optimal control problems in continuous-time stochastic environments.
Event Details
Seminar Information
Department of Mathematics, Faculty of Science