Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation
, 2012 A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value function of ...
Yong, Jiongmin
core
Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations [PDF]
, 2020 Kengo Terai
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A Survey for Deep Reinforcement Learning Based Network Intrusion Detection
Applied AI Letters, Volume 7, Issue 2, June 2026.This paper surveys deep reinforcement learning (DRL) for network intrusion detection, evaluating model efficiency, minority attack detection, and dataset imbalance. Findings show DRL achieves state‐of‐the‐art results on public datasets, sometimes surpassing traditional deep learning.
Wanrong Yang +3 more
wiley +1 more source
Contrasting Global and Patient‐Specific Regression Models via a Neural Network Representation
Biometrical Journal, Volume 68, Issue 2, April 2026.ABSTRACT When developing clinical prediction models, it can be challenging to balance between global models that are valid for all patients and personalized models tailored to individuals or potentially unknown subgroups. To aid such decisions, we propose a diagnostic tool for contrasting global regression models and patient‐specific (local) regression
Max Behrens +7 more
wiley +1 more source
Some basic theorems on difference-differential equations
Electronic Journal of Differential Equations, 2008 In this paper some basic theorems on the existence, uniqueness and continuous dependence of solutions of a certain difference-differential equation are established.
Baburao G. Pachpatte
doaj
Entropic Dynamics in Neural Networks, the Renormalization Group and the Hamilton-Jacobi-Bellman Equation. [PDF]
Entropy (Basel), 2020 Caticha N.
europepmc +1 more source
, 2013 In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem.
Kilianova, Sona, Sevcovic, Daniel
core
Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations [PDF]
, 1991 Makiko Nisio
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Developing Robust Management Pathways for Nutrient Pollution in Watersheds Under Climate Uncertainty
Water Resources Research, Volume 62, Issue 4, April 2026.Abstract Nutrient management represents an enduring effort toward sustainability. However, long‐term management planning faces notable challenges, mainly due to substantial investments required under uncertainty of forthcoming climate. To address these challenges, this paper proposes and tests a Multi‐climate‐scenario (MCS) Multi‐epoch Multi‐objective ...
Jianxu Han +8 more
wiley +1 more source
Optimal controls of stochastic differential equations with jumps and random coefficients: Stochastic Hamilton-Jacobi-Bellman equations with jumps [PDF]
, 2020 Qingxin Meng +3 more
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