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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
Impulse Control Of Stochastic Navier-Stokes Equations, J. L. Menaldi, S. S. Sritharan
Impulse Control Of Stochastic Navier-Stokes Equations, J. L. Menaldi, S. S. Sritharan
Mathematics Faculty Research Publications
In this paper we study stopping time and impulse control problems for stochastic Navier-Stokes equation. Exploiting a local monotonicity property of the nonlinearity, we establish existence and uniqueness of strong solutions in two dimensions which gives a Markov-Feller process. The variational inequality associated with the stopping time problem and the quasi-variational inequality associated with the impulse control problem are resolved in a weak sense, using semigroup approach with a convergence uniform over path.
A Risk-Averse Strategy For Blackjack Using Fractional Dynamic Programming, Ryan A. Dutsch
A Risk-Averse Strategy For Blackjack Using Fractional Dynamic Programming, Ryan A. Dutsch
LSU Master's Theses
We present how blackjack is related to a discrete-time control problem, rather than a zero-sum game. Using the compiler Visual C++, we write a program for a strategy for blackjack, but instead of maximizing the expected value, we use a risk-averse approach. We briefly describe how this risk-averse strategy is solved by using a special type of dynamic programming called fractional dynamic programming.