[Turkmath:599] DEU math seminerleri
cenap ozel
cenap.ozel at gmail.com
Mon Jul 20 10:20:45 UTC 2015
Degerli Liste uyeleri
Yarin yani 21 Temmuz 2015 saat 16.0017.00 arasinda Yasar Universitesi'nden
Esra Dalan ve University Nort Carolina'dan Nezihe Tuyrhan sırasıyla
"On Soft G-Metric Spaces" ve ""Deterministic Bellman's Optimality Principle
on Isolated Time Domains and Its Application in Finance"" baslıklı sunmlar
yapacaklardır. Sizleri konusmalara bekliyoruz
Asagida ozetleri sunulmustuır.
Selamlar ve saygılar cena
On Soft G-Metric Spaces
This talk aims to give a survey of soft set theory and soft topological
spaces. Furthermore, I will talk about soft G-metric spaces and soft
G-complete spaces. Then, I will give some fixed point theorems on these
spaces.
Deterministic Bellman's Optimality Principle on Isolated Time Domains and
Its Application in Finance
Nezihe Turhan
Abstract In this talk, we begin with the concept of dynamic optimization
and dynamic programming. Then we introduce a general form of deterministic
maximization problem posed in terms of infinite sequences with a given
constraint on nonperiodic domains. In addition, we talk about the
deterministic Bellman equation and give a necessary condition for
optimality. We discuss the solution of the Bellman equation and how this
solution attains its maximum. Then we talk about the existence and
uniqueness of the optimal solution by using the Contraction mapping
theorem.
References
1. M. Bohner, A. Peterson, Dynamic Equations on Time Scales, An
Introduction with Applications, Birkhäuser, Boston, 2001.
2. N. Stokey, R. Lucas, Recursive Methods in Economic Dynamics, Harvard,
1989.
3. J. Hassler, "Dynamic Optimization in Discrete Time", Mathematics II
lectures,
http://hassler-j.iies.su.se/Courses/matfuii/1999/lects199Bellman.pdf,
November 22, 1999.
4. F.C. Klebaner, Introduction to Stochastic Calculus with Applications,
2nd Edition, Imperial College Press, 2005.
5. E. Merrell, R. Ruger, J. Severs, "First-Order Recurrence Relations on
Isolated Time Scales", PanAmerican Mathematical Journal, 14, No.1 (2004)
83-104.
6. I. Karatzas, "Applications of Stochastic Calculus in Financial
Economics", Distinguished Lecture Series on Stochastic Calculus, University
of Maryland, 1987
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://yunus.listweb.bilkent.edu.tr/pipermail/turkmath/attachments/20150720/938ab9f5/attachment.html>
More information about the Turkmath
mailing list