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Nonlinear Filtering, Bellman Equations, and Schrodinger Equations

open access: yesNonlinear Filtering, Bellman Equations, and Schrodinger Equations
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The Projected Bellman Equation in Reinforcement Learning

IEEE Transactions on Automatic Control
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sean P. Meyn
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Bellman Equation

Encyclopedia of Machine Learning and Data Mining, 2017
Pablo Kurlat
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Explicit Solution to Bellman Equation for Positive Systems with Linear Cost

IEEE Conference on Decision and Control, 2022
The manuscript is devoted to optimal control for a class of linear positive systems with linear objective function and linear constraints. The solution to the corresponding Bellman equation is a linear value function, which can be found by linear ...
A. Rantzer
semanticscholar   +1 more source

Generalized Risk-Sensitive Optimal Control and Hamilton–Jacobi–Bellman Equation

IEEE Transactions on Automatic Control, 2021
In this article, we consider the generalized risk-sensitive optimal control problem, where the objective functional is defined by the controlled backward stochastic differential equation (BSDE) with quadratic growth coefficient.
Jun Moon
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Variants of Bellman equation on reinforcement learning problems

Other Conferences, 2022
Reinforcement learning is a popular tool nowadays applied in a wide range of fields. Markov Decision Process is the basis of reinforcement learning and the Bellman equation derived from the value function of the Markov decision process has become a ...
Zhen-Yi Zhao
semanticscholar   +1 more source

The parabolic bellman equation

Nonlinear Analysis: Theory, Methods & Applications, 1981
where Q E Q x (0, T) for some smooth bounded domain Sz c [w”, apQ denotes the parabolic boundary of Q, and each L! is a second order, uniformly elliptic operator of the form Lku = -afj(x, t)uxixj + b;(x, t)u_ + ek(x, r)u (1 Oandall(x,t)EQ,~~IW”: ck > 0 (1 < k < m): and also (1.3)
Evans, Lawrence C., Lenhart, Suzanne
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Minkowski–Bellman inequality and equation

Automatica, 2021
The paper offers characterizations for the Minkowski-Bellman functions and the corresponding optimal set-valued control maps, with real possibilities of extensions to the parametric uncertain linear systems.
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