Abstract: In this paper, the application of the dynamic programming approach to constrained stochastic control problems with expected value constraints is demonstrated. Specifically, two such problems ...

Abstract: It is demonstrated that the dynamic programming approach provides a simple and versatile means for analyzing constrained stochastic control problems. Specifically, three such problems are ...

differential equations by linear programming since 1969. Since then, contributions have been essentially in four directions: (i) For linear problems, there has been rigorous theoretical investigation ...

"During the numerical solution of initial value problems for ordinary differential equations, it is often observed that explicit numerical schemes fail to work efficiently or at all due to the need to ...

1 Department of Life Sciences and Informatics, Faculty of Engineering, Maebashi Institute of Technology, Maebashi, Japan. 2 Synthetic Systems Biology Research Center, Kyushu University, Fukuoka, Japan ...

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* Description: This program evaluates seven different equations/problems. * The constants represent coefficients and * coordinates that are used in the provided equations. * The user is prompted to ...

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