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49L20 Dynamic programming method (13 articles)

• García, Yofre H.; González-Hernández, Juan: Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon$-optimal policies. (English). Kybernetika, vol. 55 (2019), issue 3, pp. 495-517
• García, Yofre H.; González-Hernández, Juan: Discrete-time Markov control processes with recursive discount rates. (English). Kybernetika, vol. 52 (2016), issue 3, pp. 403-426
• Tang, Wansheng; Zhou, Chi; Xiao, Chaoqun; Zhao, Ruiqing: Equilibrium search model with endogenous growth rate of human capital. (English). Kybernetika, vol. 52 (2016), issue 6, pp. 866-897
• M. McEneaney, William; Pandey, Amit: An idempotent algorithm for a class of network-disruption games. (English). Kybernetika, vol. 52 (2016), issue 5, pp. 666-695
• Krommerová, Csilla; Melicherčík, Igor: Dynamic portfolio optimization with risk management and strategy constraints. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 1032-1048
• Ishimura, Naoyuki; Mita, Yuji: A note on the optimal portfolio problem in discrete processes. (English). Kybernetika, vol. 45 (2009), issue 4, pp. 681-688
• Gondran, Michel; Saade, Rita Hoblos: Complex calculus of variations. (English). Kybernetika, vol. 39 (2003), issue 2, pp. [249]-263
• Bilić, Nataša: Results for an optimal control problem with a semilinear state equation with constrained control. (English). Mathematica Slovaca, vol. 52 (2002), issue 1, pp. 109-126
• Goldys, Beniamin: Hypercontractivity of solutions to Hamilton-Jacobi equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 733-743
• Bensoussan, A.; Frehse, J.: On Bellman systems without zero order term in the context of risk sensitive differential games. (English). Mathematica Bohemica, vol. 126 (2001), issue 2, pp. 275-280
• Hernández-Lerma, Onésimo: Existence of average optimal policies in Markov control processes with strictly unbounded costs. (English). Kybernetika, vol. 29 (1993), issue 1, pp. 1-17
• Chabrowski, J.; Zhang, Kewei: On variational approach to the Hamilton-Jacobi PDE. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 34 (1993), issue 4, pp. 613-633
• Nguyen, van Huu: On an optimum principle for partially observed controlled jump Markovian processes. (English). Kybernetika, vol. 17 (1981), issue 3, pp. 256-268