Results 31 to 40 of about 1,557,591 (170)
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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Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries
Mathematics, 2021 We establish a generalization of the Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact) symmetry of the Hamilton–Jacobi–Bellman equation associated with an ...
Francesco C. De Vecchi +3 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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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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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
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Hamilton–Jacobi–Bellman Equation under States Constraints [PDF]
, 2000 This paper is devoted to the uniqueness of discontinuous solutions to the Hamilton–Jacobi–Bellman (HJB) equation arising in Mayer's problem under state constraints.
Kim, Kyung-Eung
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Some non monotone schemes for Hamilton-Jacobi-Bellman equations [PDF]
ESAIM: Proceedings and Surveys, 2019 We extend the theory of Barles Jakobsen [3] for a class of almost monotone schemes to solve stationary Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity ...
Warin Xavier
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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 +2 more
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Derivation of the stochastic Hamilton-Jacobi-Bellman equation [PDF]
, 2023 In the present paper, we provide a detailed derivation of the stochastic Hamilton-Jacobi-Bellman ...
Yordanov, Vasil
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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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