Results 31 to 40 of about 3,173,574 (293)
A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM [PDF]
The ANZIAM Journal, 2013 We propose and analyse a method based on the Riccati transformation for solving the evolutionary Hamilton–Jacobi–Bellman equation arising from the dynamic stochastic optimal allocation problem.
Sona Kilianová, D. Ševčovič
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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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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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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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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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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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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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Advances in Mechanical Engineering, 2019 A novel framework of rapid exponential stability and optimal feedback control is investigated and analyzed for a class of nonlinear systems through a variant of continuous Lyapunov functions and Hamilton–Jacobi–Bellman equation.
Yan Li, Yuanchun Li
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Liouville properties and critical value of fully nonlinear elliptic operators [PDF]
, 2016 We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have an appropriate
Bardi, Martino, Cesaroni, Annalisa
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An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon
Mathematics, 2020 This paper studies an irreversible investment problem under a finite horizon. The firm expands its production capacity in irreversible investments by purchasing capital to increase productivity.
Junkee Jeon, Geonwoo Kim
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