Results 171 to 180 of about 634 (183)

Two coupled neural-networks-based solution of the Hamilton–Jacobi–Bellman equation

Applied Soft Computing Journal, 2011
Chokri Rekik, Mohamed Djemel, Nabil Derbel   +2 more
exaly  

The Hamilton–Jacobi-Bellman Equation

2011
openaire   +1 more source

Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation

International Journal of Computer Mathematics, 2016
Sona Kilianova, Maria Trnovská
exaly  

Hamilton–Jacobi–Bellman Equation

2008
openaire   +1 more source

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation

SIAM Journal on Control and Optimization, 2019
Shaolin Ji, Xiaole Xue
exaly  

Weak solutions of the Hamilton-Jacobi-Bellman equation

Systems and Control Letters, 1981
exaly  

On the fragility of the basis on the Hamilton–Jacobi–Bellman equation in economic dynamics

Journal of Mathematical Economics
Yuhki Hosoya
exaly  

Optimal control of stochastic differential equations with random impulses and the Hamilton–Jacobi–Bellman equation

Optimal Control Applications and Methods
Yu Guo, Xiao-Bao Shu
exaly  

A numerical algorithm based on a variational iterative approximation for the discrete Hamilton–Jacobi–Bellman (HJB) equation

Computers and Mathematics With Applications, 2011
exaly  

Hamilton-Jacobi-Bellman Equations

openaire   +1 more source