Results 21 to 30 of about 1,288 (181)

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
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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
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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
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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
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Optimization of Boiler Soot Blowing Based on Hamilton-Jacobi-Bellman Equation

IEEE Access, 2019
In this paper, the optimization of the boiler soot blowing is investigated based on the Hamilton-Jacobi-Bellman (HJB) equation and from the standpoint of the equipment health management.
Jie Wen, Yuanhao Shi, Xiaoqiong Pang, Jianfang Jia, Jianchao Zeng   +4 more
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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
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Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System

Journal of Probability and Statistics, 2009
The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-
Azizul Baten, Anton Abdulbasah Kamil
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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
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Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies

Mathematics, 2021
The paper deals with a two-person zero-sum differential game for a dynamical system described by differential equations with the Caputo fractional derivatives of an order α∈(0,1) and a Bolza-type cost functional.
Mikhail I. Gomoyunov
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