Results 11 to 20 of about 634 (183)
On the Hamilton-Jacobi-Bellman Equation by the Homotopy Perturbation Method [PDF]
Abstract and Applied Analysis, 2014 Our concern in this paper is to use the homotopy decomposition method to solve the Hamilton-Jacobi-Bellman equation (HJB). The approach is obviously extremely well organized and is an influential procedure in obtaining the solutions of the equations.
Abdon Atangana +2 more
doaj +5 more sources
Hamilton–Jacobi–Bellman Equation for Control Systems With Friction [PDF]
IEEE Transactions on Automatic Control, 2021 This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists of a controlled differential inclusion with a discontinuous right-hand side, which still preserves existence and uniqueness of the solution for each given input function u(t).
Fabio Tedone, Michele Palladino
openaire +4 more sources
The large time profile for Hamilton–Jacobi–Bellman equations [PDF]
Mathematische Annalen, 2021 Here, we study the large-time limit of viscosity solutions of the Cauchy problem for second-order Hamilton--Jacobi--Bellman equations with convex Hamiltonians in the torus. This large-time limit solves the corresponding stationary problem, sometimes called the ergodic problem.
Gomes, Diogo A. +2 more
openaire +4 more sources
Verification Theorems for Hamilton--Jacobi--Bellman Equations [PDF]
SIAM Journal on Control and Optimization, 2003 We study an optimal control problem in Bolza form and we consider the value function associated to this problem. We prove two verification theorems which ensure that, if a function $W$ satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably $\mathcal H^n$-rectifiable set, then it is lower or ...
openaire +3 more sources
Stats, 2021 We consider a spread financial market defined by the multidimensional Ornstein–Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions using a stochastic dynamical programming method.
Sahar Albosaily +1 more
doaj +1 more source
On Stability of Perturbed Nonlinear Switched Systems with Adaptive Reinforcement Learning
Energies, 2020 In this paper, a tracking control approach is developed based on an adaptive reinforcement learning algorithm with a bounded cost function for perturbed nonlinear switched systems, which represent a useful framework for modelling these converters, such ...
Phuong Nam Dao +3 more
doaj +1 more source
Hamilton–Jacobi–Bellman equations on time scales
Mathematical and Computer Modelling, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zaidong Zhan, Wei Wei, Honglei Xu
openaire +2 more sources
Singular stochastic control model for algae growth management in dam downstream
Journal of Biological Dynamics, 2018 A stochastic control model for finding an ecologically sound, fit-for-purpose dam operation policy to suppress bloom of attached algae in its downstream is presented. A singular exactly solvable and a more realistic regular-singular cases are analysed in
Hidekazu Yoshioka, Yuta Yaegashi
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source