Results 21 to 30 of about 11,588 (163)

A direct approach to linear-quadratic stochastic control [PDF]

Opuscula Mathematica, 2017
A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic ...
Tyrone E. Duncan, Bozenna Pasik-Duncan
doaj   +1 more source

Large time behavior for some nonlinear degenerate parabolic equations [PDF]

, 2013
We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations.
Ley, Olivier, Nguyen, Vinh Duc
core   +2 more sources

Uniqueness Results for Second Order Bellman-Isaacs Equations under Quadratic Growth Assumptions and Applications [PDF]

, 2006
In this paper, we prove a comparison result between semicontinuous viscosity sub and supersolutions growing at most quadratically of second-order degenerate parabolic Hamilton-Jacobi-Bellman and Isaacs equations.
Alvarez Olivier, Barles G., Bensoussan Alain, Benth Fred, Crandall Michael, Evans Lawrence, Fleming Wendell, Francesca Da Lio, John Fritz, Ley Olivier, Olivier Ley   +10 more
core   +8 more sources

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

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

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

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

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

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

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
doaj   +1 more source