Results 191 to 200 of about 14,906 (246)

Quadratization of Hamilton-Jacobi-Bellman Equation for Near-Optimal Control of Nonlinear Systems

IEEE Conference on Decision and Control, 2020
This paper provides a tractable approximate solution to the classical optimal control problem of a nonlinear control system and its corresponding Hamilton-Jacobi-Bellman (HJB) equation.
A. Amini, Qiyu Sun, N. Motee
semanticscholar   +1 more source

Hamilton–Jacobi–Bellman Equations

2017
In this chapter we present recent developments in the theory of Hamilton–Jacobi–Bellman (HJB) equations as well as applications. The intention of this chapter is to exhibit novel methods and techniques introduced few years ago in order to solve long-standing questions in nonlinear optimal control theory of Ordinary Differential Equations (ODEs).
Festa, Adriano, Guglielmi, Roberto, Hermosilla, Christopher, Picarelli, Athena, Sahu, Smita, Sassi, Achille, Silva, Francisco J.   +6 more
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Stochastic Hamilton–Jacobi–Bellman Equations

SIAM Journal on Control and Optimization, 1992
Summary: This paper studies the following form of nonlinear stochastic partial differential equation: \[ \begin{multlined} -d\Phi_ t=\inf_{v\in U}\left\{\frac12 \sum_{i,j}[\sigma\sigma^*]_{ij}(x,v,t)\partial_{x_ ix_ j}\Phi_ t(x)+\sum_ i b_ i(x,v,t)\partial_{x_ i}\Phi_ t(x)+L(x,v,t)+\right. \\ \left.+\sum_{i,j}\sigma_{ij}(x,v,t)\partial _{x_ i}\Psi_{j,t}
openaire   +1 more source

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

Optimal control applications & methods
In this article, we study the optimal control of stochastic differential equations with random impulses. We optimize the performance index and add the influence of random impulses to the performance index with a random compensation function.
Qianbao Yin, Xiao‐Bao Shu, Yu Guo, Zi‐Yu Wang   +3 more
semanticscholar   +1 more source

Solution of Hamilton Jacobi Bellman equations

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187), 2002
We present a method for the numerical solution of the Hamilton Jacobi Bellman PDE that arises in an infinite time optimal control problem. The method can be of higher order to reduce "the curse of dimensionality". It proceeds in two stages. First the HJB PDE is solved in a neighborhood of the origin using the power series method of Al'brecht (1961 ...
C.L. Navasca, A.J. Krener
openaire   +1 more source

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

SIAM Journal of Control and Optimization, 2018
In this paper, we study the existence and uniqueness of viscosity solutions to a kind of Hamilton-Jacobi-Bellman (HJB) equations combined with algebra equations.
Mingshang Hu, Shaolin Ji, Xiaole Xue
semanticscholar   +1 more source

A relaxation scheme for Hamilton–Jacobi–Bellman equations

Applied Mathematics and Computation, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, Shuzi, Zou, Zhanyong
openaire   +1 more source

A splitting algorithm for Hamilton-Jacobi-Bellman equations

Applied Numerical Mathematics, 1994
The dynamic programming approach to the solution of deterministic optimal control problems gives the characterization of the value function in terms of a partial differential equation of the first order, the Hamilton-Jacobi-Bellman equation. This approach permits to compute controls in feedback form and, as a consequence, approximate optimal ...
FALCONE, Maurizio, P. LANUCARA, SEGHINI, Alessandra   +2 more
openaire   +3 more sources

Nonlinear potentials for Hamilton-Jacobi-Bellman equations

Acta Applicandae Mathematicae, 1993
An approach is proposed, which makes it possible to construct viscosity solutions and to analyze their regularity properties for general Hamilton-Jacobi-Bellman type equations using only information on the corresponding linear equations and their solutions. This approach is a generalization of \textit{N. V.
openaire   +2 more sources

Lower semicontinuous solutions to Hamilton-Jacobi-Bellman equations

[1991] Proceedings of the 30th IEEE Conference on Decision and Control, 1993
The value function of Mayer's problem arising in optimal control is investigated. Lower semicontinuous solutions of the associated Hamilton- Jacobi-Bellman equation (HJB) \[ -{\partial V \over \partial t} (t,x)+H \left( t,x,- {\partial V\over \partial t} (t,x) \right)=0, \quad V (T,\cdot) = g(\cdot) \text{ on Dom} (V).
openaire   +3 more sources