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X-WR-CALDESC:Събития за Institute of Mathematics and Informatics
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DTSTART;TZID=Europe/Sofia:20231017T140000
DTEND;TZID=Europe/Sofia:20231017T153000
DTSTAMP:20260424T210109
CREATED:20231010T182843Z
LAST-MODIFIED:20231010T182843Z
UID:15166-1697551200-1697556600@math.bas.bg
SUMMARY:Семинар на секция "Изследване на операциите\, вероятности и статистика"
DESCRIPTION:На 17 октомври 2023 (вторник) от 14:00 в зала 503 на ИМИ ще се проведе поредното заседание на семинара на секция „Изследване на операциите\, вероятности и статистика”. \nДоклад на тема: \nOn an Infinite-Time Horizon Linear-Quadratic Game with Constrained Control\nще изнесе Боян Стефанов.\n \nАбстракт. A linear-quadratic game on an infinite horizon for continuous and discrete-time systems is studied when the controls of the minimizing player are constrained. Our approach is based on the approximation of this game by a suitable finite-time horizon game. First\, the existence of a saddle point equilibrium is proved for the unconstrained case. Next\, it is established that there exists a delta-neighborhood of the origin in the state space where the control constraints are not active. Using this neighborhood\, the original problem is reduced to a suitable finite-time horizon game. The main result is a sufficient condition for the existence of saddle point equilibrium. As an illustration\, the approach is applied to a basic monetary policy model. The discrete case is also briefly discussed.
URL:https://math.bas.bg/event/%d1%81%d0%b5%d0%bc%d0%b8%d0%bd%d0%b0%d1%80-%d0%bd%d0%b0-%d1%81%d0%b5%d0%ba%d1%86%d0%b8%d1%8f-%d0%b8%d0%b7%d1%81%d0%bb%d0%b5%d0%b4%d0%b2%d0%b0%d0%bd%d0%b5-%d0%bd%d0%b0-%d0%be%d0%bf%d0%b5%d1%80%d0%b0-5/
LOCATION:Институт по математика и информатика – БАН\, Block 8\, 1113 БАН IV км.\, София\, Bulgaria
CATEGORIES:Редовен семинар
ORGANIZER;CN="%D0%A1%D0%B5%D0%BA%D1%86%D0%B8%D1%8F%20%D0%98%D0%B7%D1%81%D0%BB%D0%B5%D0%B4%D0%B2%D0%B0%D0%BD%D0%B5%20%D0%BD%D0%B0%20%D0%BE%D0%BF%D0%B5%D1%80%D0%B0%D1%86%D0%B8%D0%B8%D1%82%D0%B5%2C%20%D0%B2%D0%B5%D1%80%D0%BE%D1%8F%D1%82%D0%BD%D0%BE%D1%81%D1%82%D0%B8%20%D0%B8%20%D1%81%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%B0":MAILTO:jeni@math.bas.bg;
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