Results 211 to 220 of about 14,906 (246)

Viability Solutions to Hamilton–Jacobi–Bellman Equations

2011
We summarized the main results of the Hamilton-Jacobi-Bellman strategy to study intertemporalo ptimization in the “optimalco ntrol survival kit”, Sect. 4.11, p. 168. Chapters 4, p. 125 and 14, p. 525 and Sects. 15.3, p. 527 and 15.4, p. 542 provided many examples of value functions of a series of optimization problems over state-control pairs solutions
Jean-Pierre Aubin, Alexandre M. Bayen, Patrick Saint-Pierre   +2 more
openaire   +1 more source

A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

, 1992
S. Peng
semanticscholar   +1 more source

A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering

SIAM Journal of Control and Optimization, 2000
W. Fleming, W. McEneaney
semanticscholar   +1 more source

Better than Pre-Commitment Mean-Variance Portfolio Allocation Strategies: A Semi-Self-Financing Hamilton-Jacobi-Bellman Equation Approach

, 2015
D. Dang, Peter A. Forsyth
semanticscholar   +1 more source

Optimal obstacle avoidance based on the Hamilton-Jacobi-Bellman equation

Proceedings of the 1994 IEEE International Conference on Robotics and Automation, 1994
S. Sundar, Z. Shiller
semanticscholar   +1 more source

An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation

, 1997
L. Grüne
semanticscholar   +1 more source

Sequential alternating least squares for solving high dimensional linear Hamilton-Jacobi-Bellman equation

IEEE/RJS International Conference on Intelligent RObots and Systems, 2016
Elis Stefansson, Yoke Peng Leong
semanticscholar   +1 more source

Solving a class of fractional optimal control problems by the Hamilton–Jacobi–Bellman equation

, 2018
Seyed Ali Rakhshan, S. Effati, Ali Vahidian Kamyad   +2 more
semanticscholar   +1 more source

Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control

IEEE Transactions on Automatic Control, 2015
Bing Sun, B. Guo
semanticscholar   +1 more source

Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation

, 2009
Yusong Cao, Nianqing Wan
semanticscholar   +1 more source