Results 51 to 60 of about 3,173,574 (293)
On an integral inequality in N-independent variables
International Journal of Mathematics and Mathematical Sciences, 1984 We present a new non-linear integral inequality of the Gronwall-Bellman-Bihari type in n-independent variables with application to pointwise estimates of solutions of a certain class of non-linear hyperbolic partial differential equation.
Olusola Akinyele
doaj +1 more source
, 2014 In the article we study a controlled Continuous Time Random Walk and their position-dependent extensions. We heuristically derive the optimal payoff function equa- tions for their scaling limits.
V. Kolokoltsov, M. Veretennikova
semanticscholar +1 more source
A Bellman approach for two-domains optimal control problems in $\R^N$ [PDF]
, 2012 This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space $\R^N$.
Barles, Guy +2 more
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The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley +1 more source
Results in Applied MathematicsThis work aims to achieve optimal harvesting in a random setting with a stochastic price structure. We use a general growth function to model the harvested population, a geometric Brownian motion to model price change, and add fluctuations in the ...
Miguel Reis, Nuno M. Brites
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Verification Theorems for Hamilton--Jacobi--Bellman Equations [PDF]
SIAM Journal on Control and Optimization, 2003 We study an optimal control problem in Bolza form and we consider the value function associated to this problem. We prove two verification theorems which ensure that, if a function $W$ satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably $\mathcal H^n$-rectifiable set, then it is lower or ...
openaire +3 more sources
Stochastic control problems for systems driven by normal martingales
, 2008 In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems ranging from optimal reinsurance selections for general insurance models ...
Buckdahn, Rainer +2 more
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Journal of Field Robotics, EarlyView.ABSTRACT Personal autonomous vehicles can sense their surrounding environment, plan their route, and drive with little or no involvement of human drivers. Despite the latest technological advancements and the hopeful announcements made by leading entrepreneurs, to date no personal vehicle is approved for road circulation in a “fully” or “semi ...
Xingshuai Dong +13 more
wiley +1 more source
On Bellman's Equations with VMO Coefficients [PDF]
Methods and Applications of Analysis, 2010 We present a result about solvability in $W^{2}_{p}$, $p>d$, in the whole space $\bR^{d}$ of Bellman's equations with VMO ``coefficients''. Parabolic equations are touched upon as well.
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Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE
, 2015 We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process.
Kharroubi, Idris, Pham, Huyên
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