Results 201 to 210 of about 14,906 (246)

Simplifying numerical analyses of Hamilton–Jacobi–Bellman equations

Journal of Economics, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bethmann, Dirk, Reiß, Markus
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Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations

SIAM Journal on Scientific Computing, 2013
We propose multigrid methods for solving the discrete algebraic equations arising from the discretization of the second order Hamilton--Jacobi--Bellman (HJB) and Hamilton--Jacobi--Bellman--Isaacs (HJBI) equations. We propose a damped-relaxation method as a smoother for multigrid.
Dong Han, Justin W. L. Wan
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On the Hamilton-Jacobi-Bellman equations

Acta Applicandae Mathematicae, 1983
The author considers optimal stochastic control problems and the associated Hamilton-Jacobi-Bellman equations. The heuristic argument showing that the minimal cost function satisfies the H-J-B equation is given. Then the author shows that the minimal cost function, u, is the maximum element of the set of all sub-solutions v satisfying: \(A_{\alpha}v ...
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Hamilton-Jacobi-Bellman Equations and Optimal Control

1998
The aim of this paper is to offer a quick overview of some applications of the theory of viscosity solutions of Hamilton-Jacobi-Bellman equations connected to nonlinear optimal control problems.
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On quadratic approximations for Hamilton–Jacobi–Bellman equations

Automatica, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Hamilton-Jacobi-Bellman equations for quantum control

Journal of the Nigerian Association of Mathematical Physics, 2008
The aim of this work is to study Hamilton-Jacobi-Bellman equation for quantum control driven by quantum noises. These noises are annhihilation, creation and gauge processes. We shall consider the solutions of Hamilton-Jacobi-Bellman equation via the Hamiltonian system measurable in time. JONAMP Vol. 11 2007: pp.
Ogundiran, MO, Olanrewaju, PO
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Stochastic homogenization of Hamilton-Jacobi-Bellman equations

Communications on Pure and Applied Mathematics, 2006
Summary: We study the homogenization of some Hamilton-Jacobi-Bellman equations with a vanishing second-order term in a stationary ergodic random medium under the hyperbolic scaling of time and space. Imposing certain convexity, growth, and regularity assumptions on the Hamiltonian, we show the locally uniform convergence of solutions of such equations ...
Kosygina, Elena, Rezakhanlou, Fraydoun, Varadhan, S. R. S.   +2 more
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A generalized Hamilton-Jacobi-Bellman equation

2005
We interpret the following fully nonlinear second order partial differential equation $$\left\{ \begin{gathered}\partial _t u + \mathop {\inf }\limits_\alpha \left\{ {\mathcal{L}\left( {x, \alpha } \right)u + f\left( {x, u, \partial _x u\sigma \left( {x, \alpha } \right),\alpha } \right)} \right\} = 0,\left( {x, t} \right) \in D \times \left( {0, T}
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Approximate solution of the Hamilton-Jacobi-Bellman equation

, 2021
Atefeh Gooran Orimi, S. Effati, M. H. Farahi   +2 more
semanticscholar   +1 more source

Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation

at - Automatisierungstechnik, 1997
R. Beard, G. Saridis, J. Wen
semanticscholar   +1 more source