Colloquium / Seminars
Topic：Household’s Optimal Control Problem
(Department of Risk Management and Insurance)
Date time：April 13, 2021 14:00 - 15:00
Tea Party：April 13, 2021 13:30 (SA205)
Abstract：Abstract. Trajectory optimization is the process of finding a trajectory that maximizes (or minimizes) some performance while satisfying constraints. It has became popular these years in robotics applications and aerospace industry. At the beginning of the talk, we will have basic introduction on optimal control problem especially Hamilton–Jacobi–Bellman (HJB) equation. Then we will show how to apply HJB equation on household’s optimal control problem.