Results 11 to 20 of about 1,562,881 (169)
A discontinuous Galerkin moving mesh method for Hamilton-Jacobi equations [PDF]
, 2007 In this paper we consider the numerical solution of first-order Hamilton-Jacobi equations using the combination of a discontinuous Galerkin finite element method and an adaptive $r$-refinement (mesh movement) strategy.
MacKenzie, John, Nicola, Aurelian
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Sobolev weak solutions of the Hamilton--Jacobi--Bellman equations [PDF]
, 2014 This paper is concerned with the Sobolev weak solutions of the Hamilton-Jacobi-Bellman (HJB) equations. These equations are derived from the dynamic programming principle in the study of stochastic optimal control problems.
Huaizhong Zhao (1247379) +2 more
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Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations [PDF]
, 2004 We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present paper is to show existence, uniqueness and a (locally in time) diffeomorphism ...
Kolokoltsov, V. N. (Vasiliĭ Nikitich) +10 more
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, 2022 S.97-128We consider a semi-Lagrangian approach for the computation of the value function of a Hamilton-Jacobi-Bellman equation. This problem arises when one solves optimal feedback control problems for evolutionary partial differential equations.
Kalmykov, Ilja, Garcke, Jochen
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An approximation method for the stabilizing solution of the Hamilton-Jacobi equation for integrable systems using Hamiltonian perturbation theory [PDF]
, 2006 In this report, a method for approximating the stabilizing solution of the Hamilton-Jacobi equation for integrable systems is proposed using symplectic geometry and a Hamiltonian perturbation technique.
Sakamoto, Noboru +10 more
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Idempotent structures in optimization [PDF]
, 2001 Consider the set A = R ∪ {+∞} with the binary operations o1 = max and o2 = + and denote by An the set of vectors v = (v1,...,vn) with entries in A. Let the generalised sum u o1 v of two vectors denote the vector with entries uj o1 vj , and the product
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
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Computation of Reachable Sets Based on Hamilton-Jacobi-Bellman Equation with Running Cost Function [PDF]
, 2022 A novel method for computing reachable sets is proposed in this paper. In the proposed method, a Hamilton-Jacobi-Bellman equation with running cost functionis numerically solved and the reachable sets of different time horizons are characterized by a ...
Liao, Weiwei, Liang, Tao
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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
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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
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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
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