Results 21 to 30 of about 48,662 (223)
Ulam Stability of n-th Order Delay Integro-Differential Equations
Mathematics, 2021 In this paper, the Ulam stability of an n-th order delay integro-differential equation is given. Firstly, the existence and uniqueness theorem of a solution for the delay integro-differential equation is obtained using a Lipschitz condition and the ...
Shuyi Wang, Fanwei Meng
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A General Setting and Solution of Bellman Equation in Monetary Theory
Journal of Applied Mathematics, 2014 As an important tool in theoretical economics, Bellman equation is very powerful in solving optimization problems of discrete time and is frequently used in monetary theory.
Xiaoli Gan, Wanbo Lu
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Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation [PDF]
, 2015 We consider a utility maximization problem for an investment-consumption portfolio when the current utility depends also on the wealth process. Such kind of problems arise, e.g., in portfolio optimization with random horizon or with random trading times.
Federico, Salvatore +2 more
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ON CONNECTIONS BETWEEN GENERALIZED SOLUTIONS OF PDE'S OF THE FIRST ORDER
Ural Mathematical Journal, 2015 The paper is devoted to investigation of connections between generalized solutions of the Cauchy problemfor the Hamilton-Jacobi-Bellman equation and the corresponding quasilinear equation of the first order in theof case n-dimentional state ...
Ekaterina A. Kolpakova
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A class of backward stochastic Bellman–Bihari’s inequality and its applications
Journal of Inequalities and Applications, 2021 In this paper, we propose and prove several different forms of backward stochastic Bellman–Bihari’s inequality. Then, as two applications, two different types of the comparison theorems for backward stochastic differential equation with stochastic non ...
Wu Hao, Jinxia Wang
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A generalization of the Hopf-Cole transformation for stationary Mean Field Games systems [PDF]
, 2015 In this note we propose a transformation which decouples stationary Mean Field Games systems with superlinear Hamiltonians of the form |p|^r, and turns the Hamilton-Jacobi-Bellman equation into a quasi-linear equation involving the r-Laplace operator ...
Cirant, Marco
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Nonlinear Gronwall–Bellman Type Inequalities and Their Applications
Mathematics, 2017 In this paper, some nonlinear Gronwall–Bellman type inequalities are established. Then, the obtained results are applied to study the Hyers–Ulam stability of a fractional differential equation and the boundedness of solutions to an integral equation ...
Weimin Wang, Yuqiang Feng, Yuanyuan Wang
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Singular stochastic control model for algae growth management in dam downstream
Journal of Biological Dynamics, 2018 A stochastic control model for finding an ecologically sound, fit-for-purpose dam operation policy to suppress bloom of attached algae in its downstream is presented. A singular exactly solvable and a more realistic regular-singular cases are analysed in
Hidekazu Yoshioka, Yuta Yaegashi
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An Approximate Quadratic Programming for Efficient Bellman Equation Solution
IEEE Access, 2019 This paper proposes an efficient algorithm which relies on quadratic programming for approximately solving the Bellman equation in reinforcement learning problem and guarantees to return optimal decision parameters.
Jianmei Su +4 more
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Discrete Hamilton-Jacobi Theory
, 2011 We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time.
Anthony M. Bloch +3 more
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