{"id":"W4367055811","doi":"10.37394/23202.2023.22.40","title":"An Explicit Solution to a Discrete-time Stochastic Optimal Control Problem","year":2023,"lang":"en","type":"article","venue":"WSEAS TRANSACTIONS ON SYSTEMS","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Polytechnique Montréal","funders":"","keywords":"Markov chain; Discrete time and continuous time; Mathematics; Mathematical optimization; Bellman equation; Optimal control; Control (management); Variable (mathematics); Stochastic control; Set (abstract data type); Control variable; Function (biology); Value (mathematics); Markov decision process; Markov process; Applied mathematics; Computer science; Statistics; Mathematical analysis","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001121044,0.0009045584,0.001162772,0.0004134223,0.0005018868,0.001648187,0.001081063,0.002260317,0.00684402],"category_scores_gemma":[0.003411756,0.0005506439,0.0008532315,0.0005096081,0.001397668,0.0009241575,0.001301968,0.001884382,0.000538143],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001049894,"about_ca_system_score_gemma":0.002172995,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004431623,"about_ca_topic_score_gemma":0.00366781,"domain_scores_codex":[0.999525,0.000167544,0.00001868137,0.0001058691,0.0001105331,0.00007238673],"domain_scores_gemma":[0.9990886,0.0006172049,0.00008046726,0.00003680573,0.0001021422,0.00007464075],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00005328101,0.00004462295,0.0001951929,0.0001361466,0.00002866873,0.0001258429,0.00007597027,0.6995134,0.000847127,0.2885357,0.001691771,0.008752322],"study_design_scores_gemma":[0.00002237457,0.00002408168,0.00005991841,0.00001518501,0.000008197771,0.00001614204,0.00001088133,0.9542202,0.000152169,0.0439178,0.001545147,0.000007913307],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01689759,0.0007136689,0.9578711,0.001327664,0.0002371977,0.00005117339,0.0001716296,0.0001108079,0.02261916],"genre_scores_gemma":[0.7364751,0.001061396,0.2202948,0.0003626642,0.0002720988,0.0003033514,0.0003129665,0.00009841083,0.04081914],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00684402,"threshold_uncertainty_score":0.02289551,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02062454853381469,"score_gpt":0.2348885550496225,"score_spread":0.2142640065158078,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}