Results 11 to 20 of about 3,173,574 (293)
Bellman equation and viscosity solutions for mean-field stochastic control problem [PDF]
, 2015 We consider the stochastic optimal control problem of McKean-Vlasov stochastic differential equation where the coefficients may depend upon the joint law of the state and control.
H. Pham, Xiaoli Wei
semanticscholar +6 more sources
Optimal Consumption in a Stochastic Ramsey Model with Cobb-Douglas Production Function [PDF]
International Journal of Mathematics and Mathematical Sciences, 2013 A stochastic Ramsey model is studied with the Cobb-Douglas production function maximizing the expected discounted utility of consumption. We transformed the Hamilton-Jacobi-Bellman (HJB) equation associated with the stochastic Ramsey model so as to ...
Md. Azizul Baten, Anton Abdulbasah Kamil
doaj +4 more sources
Some non monotone schemes for Hamilton-Jacobi-Bellman equations [PDF]
, 2019 We extend the theory of Barles Jakobsen to develop numerical schemes for Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the equation.
Xavier Warin
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Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control [PDF]
, 2011 We study the partial differential equation max{Lu - f, H(Du)}=0 where u is the unknown function, L is a second-order elliptic operator, f is a given smooth function and H is a convex function.
Ryan Hynd
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Hardware acceleration of number theoretic transform for zk‐SNARK
Engineering Reports, EarlyView., 2023 An FPGA‐based hardware accelerator with a multi‐level pipeline is designed to support the large‐bitwidth and large‐scale NTT tasks in zk‐SNARK. It can be flexibly scaled to different scales of FPGAs and has been equipped in the heterogeneous acceleration system with the help of HLS and OpenCL.
Haixu Zhao +6 more
wiley +1 more source
IEEE Access, 2020 This paper investigates the output feedback (OPFB) tracking control problem for discrete-time linear (DTL) systems with unknown dynamics. With the approach of augmented system, the tracking control problem is first turned into a regulation problem with a
Cong Chen +3 more
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Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
Complexity, 2020 Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases.
Yingjun Zhu, Guangyan Jia
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SICE Journal of Control, Measurement, and System Integration, 2020 This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) equation, which arises in nonlinear optimal control. In this approach, we first use the successive approximation to reduce the HJB equation, a nonlinear partial ...
Ichiro Maruta +2 more
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IEEE Access, 2021 In this article, an optimized tracking control using critic-actor reinforcement learning (RL) strategy is investigated for a class of non-affine nonlinear continuous-time systems.
Xue Yang, Bin Li, Guoxing Wen
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Two-Phase Anisotropic Free Boundary Problems and Applications to the Bellman Equation in 2D [PDF]
, 2016 We prove Lipschitz continuity of solutions to a class of rather general two-phase anisotropic free boundary problems in 2D and we classify global solutions.
Luis Caffarelli +2 more
semanticscholar +1 more source