Results 91 to 100 of about 1,550,172 (171)

Equilibrium Points for Optimal Investment with Vintage Capital [PDF]

The paper concerns the study of equilibrium points, namely the stationary solutions to the closed loop equation, of an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. Sufficient conditions for
Silvia Faggian
core  

The Hamilton-Jacobi Difference Equation

, 2007
. We study a system of difference equations which, like Hamilton's equations, preserves the standard symplectic structure on R 2m . In particular, we construct a differential-difference equation which we call the Hamilton-Jacobi difference ...
N. A. Elnatanov, Jeremy Schiff
core  

Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital [PDF]

The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations.
Silvia Faggian
core  

Gradient Descent Approaches to Neural-Net-Based Solutions of the Hamilton-Jacobi-Bellman Equation

, 2018
We investigate new approaches to dynamic-programming-based optimal control of continuous time-and-space systems. We use neural networks to approximate the solution to the Hamilton-Jacobi-Bellman (HJB) equation which is a first-order, nonlinear, partial ...
Andrew W Moore (5401907), Remi Munos (5399228), Leemon C. Baird (5402204)   +2 more
core   +1 more source

FIXED POINTS IN THE CONSTRUCTION OF A MINIMAX SOLUTION FOR A CLASS OF BOUNDARY VALUE PROBLEMS FOR HAMILTON–JACOBI EQUATIONS

Ural Mathematical Journal
This paper deals with analytical and numerical methods for constructing a minimax (generalized) solution to the Dirichlet problem for the Hamilton–Jacobi equation.
Pavel D. Lebedev, Alexander A. Uspenskii
doaj   +1 more source

Relativistic charged fluid flow. III - Generalized Hamilton-Jacobi equation [PDF]

, 1966
Generalized Hamilton-Jacobi equation and Clebsch transform applied to relativistic plasma ...
Schmid, L. A.
core  

Hamilton-Jacobi-Bellman equations on time scales

, 2009
In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle.
Honglei Xu (23287432), Z. Zhan (6079643), W. Wei (2497504)   +2 more
core  

Hamilton-Jacobi Equation for Optimal Control of Nonlinear Stochastic Distributed Parameter Systems Applied to Air Pollution Process

, 2014
This paper derives Hamilton-Jacobi equation (HJE) in Hilbert space foroptimal control of stochastic distributed parameter systems (SDPSs) governedby partial differential equations (SPDEs) subject to both state-dependent andadditive stochastic ...
Khac Duc Do (20155419)
core  

Interfaces in the Fisher equation and a Hamilton-Jacobi equation

, 2016
We consider the dynamics of interfaces in the Fisher-KPP equation. It is known that solutions of this equation exhibit interfaces that correspond to transition layers from the trivial steady state to a positive steady state.
Yanagida, Eiji
core   +1 more source

Quantum algorithms for viscosity solutions to nonlinear Hamilton-Jacobi equations based on an entropy penalization method. [PDF]

Proc Natl Acad Sci U S A
Jin S, Liu N.
europepmc   +1 more source