Results 21 to 30 of about 11,373 (144)

Mean Field Game with Delay: A Toy Model

Risks, 2018
We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward ...
Jean-Pierre Fouque, Zhaoyu Zhang
doaj   +1 more source

L∞-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition

Demonstratio Mathematica, 2021
In this paper, we introduce a new method to analyze the convergence of the standard finite element method for Hamilton-Jacobi-Bellman equation with noncoercive operators with nonlinear source terms with the mixed boundary conditions.
Miloudi Madjda, Saadi Samira, Haiour Mohamed   +2 more
doaj   +1 more source

Adaptive Neural Network Optimized Control Using Reinforcement Learning of Critic-Actor Architecture for a Class of Non-Affine Nonlinear Systems

IEEE Access, 2021
In this article, an optimized tracking control using critic-actor reinforcement learning (RL) strategy is investigated for a class of non-affine nonlinear continuous-time systems.
Xue Yang, Bin Li, Guoxing Wen
doaj   +1 more source

Optimal Trajectories Associated to a Solution of Contingent Hamilton-Jacobi Equation [PDF]

, 1987
In this paper we study the existence of optimal trajectories associated with a generalized solution to Hamilton-Jacobi-Bellman equation arising in optimal control. In general, we cannot expect such solutions to be differentiable.
Frankowska, H.
core   +1 more source

Optimal Investment Strategy for DC Pension Plan with Stochastic Income and Inflation Risk under the Ornstein–Uhlenbeck Model

Mathematics, 2021
This paper is concerned with the optimal investment strategy for a defined contribution (DC) pension plan. We assumed that the financial market consists of a risk-free asset and a risky asset, where the risky asset is subject to the Ornstein–Uhlenbeck (O-
Yang Wang, Xiao Xu, Jizhou Zhang
doaj   +1 more source

Model-Free Gradient-Based Adaptive Learning Controller for an Unmanned Flexible Wing Aircraft

Robotics, 2018
Classical gradient-based approximate dynamic programming approaches provide reliable and fast solution platforms for various optimal control problems. However, their dependence on accurate modeling approaches poses a major concern, where the efficiency ...
Mohammed Abouheaf, Wail Gueaieb, Frank Lewis   +2 more
doaj   +1 more source

Optimal excess of loss reinsurance-barrier dividend strategies with investment

Shenzhen Daxue xuebao. Ligong ban, 2022
The optimal barrier dividend problem under excess of loss reinsurance strategy has rarely been studied so far. We combine the risk factors such as market friction and terminal residual value with risk investment and risk control strategy, and study the ...
SUN Zongqi, YANG Peng, WU Jing, YANG Yang   +3 more
doaj   +1 more source

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, Elnatanov N. A., Melvin Leok, Tomoki Ohsawa   +3 more
core   +2 more sources

A Model for Optimal Human Navigation with Stochastic Effects

, 2020
We present a method for optimal path planning of human walking paths in mountainous terrain, using a control theoretic formulation and a Hamilton-Jacobi-Bellman equation.
Arnold, David, Bertozzi, Andrea L., Osher, Stanley, Parkinson, Christian   +3 more
core   +1 more source

Nonlinear Optimal Control for Stochastic Dynamical Systems

Mathematics
This paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
doaj   +1 more source