Results 251 to 260 of about 3,173,574 (293)

Viscosity solutions of Bellman equations

2020
The value function of a control problem does not satisfy, in general, the corresponding Bellman equation in the classical sense. In this chapter we show that under rather general conditions it is a unique viscosity solution of the equation, the concept introduced and developed by Crandall and Lions [21].
openaire   +1 more source

Nonlinear potentials for Hamilton-Jacobi-Bellman equations

Acta Applicandae Mathematicae, 1993
An approach is proposed, which makes it possible to construct viscosity solutions and to analyze their regularity properties for general Hamilton-Jacobi-Bellman type equations using only information on the corresponding linear equations and their solutions. This approach is a generalization of \textit{N. V.
openaire   +2 more sources

Lower semicontinuous solutions to Hamilton-Jacobi-Bellman equations

[1991] Proceedings of the 30th IEEE Conference on Decision and Control, 1993
The value function of Mayer's problem arising in optimal control is investigated. Lower semicontinuous solutions of the associated Hamilton- Jacobi-Bellman equation (HJB) \[ -{\partial V \over \partial t} (t,x)+H \left( t,x,- {\partial V\over \partial t} (t,x) \right)=0, \quad V (T,\cdot) = g(\cdot) \text{ on Dom} (V).
openaire   +3 more sources

A feedback optimal control by Hamilton-Jacobi-Bellman equation

European Journal of Control, 2017
Jinghao Zhu
semanticscholar   +1 more source

Solving a class of fractional optimal control problems by the Hamilton–Jacobi–Bellman equation

, 2018
Seyed Ali Rakhshan, S. Effati, Ali Vahidian Kamyad   +2 more
semanticscholar   +1 more source

Sequential alternating least squares for solving high dimensional linear Hamilton-Jacobi-Bellman equation

IEEE/RJS International Conference on Intelligent RObots and Systems, 2016
Elis Stefansson, Yoke Peng Leong
semanticscholar   +1 more source

Hamilton-Jacobi-Bellman Equations and Optimal Control

1998
The aim of this paper is to offer a quick overview of some applications of the theory of viscosity solutions of Hamilton-Jacobi-Bellman equations connected to nonlinear optimal control problems.
openaire   +2 more sources

Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control

IEEE Transactions on Automatic Control, 2015
Bing Sun, B. Guo
semanticscholar   +1 more source

A Risk-Averse Analog of the Hamilton-Jacobi-Bellman Equation

SIAM Conf. on Control and its Applications, 2015
A. Ruszczynski, Jianing Yao
semanticscholar   +1 more source

Numerical Simulation of a Hamilton-Jacobi-Bellman Equation for Optimal Management Strategy of Released Plecoglossus Altivelis in River Systems

Asian Simulation Conference, 2015
Y. Yaegashi, H. Yoshioka, K. Unami, M. Fujihara   +3 more
semanticscholar   +1 more source