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Optimal Trajectories Associated to a Solution of Contingent Hamilton-Jacobi Equation [PDF]
, 1987 In this paper we study the existence of optimal trajectories associated with a generalized solution to Hamilton-Jacobi-Bellman equation arising in optimal control. In general, we cannot expect such solutions to be differentiable.
Frankowska, H.
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Hamilton–Jacobi–Bellman equations on time scales
Mathematical and Computer Modelling, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhan, Z., Wei, W., Xu, Honglei
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Mathematics, 2021 This paper is concerned with the optimal investment strategy for a defined contribution (DC) pension plan. We assumed that the financial market consists of a risk-free asset and a risky asset, where the risky asset is subject to the Ornstein–Uhlenbeck (O-
Yang Wang, Xiao Xu, Jizhou Zhang
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A Model for Optimal Human Navigation with Stochastic Effects
, 2020 We present a method for optimal path planning of human walking paths in mountainous terrain, using a control theoretic formulation and a Hamilton-Jacobi-Bellman equation.
Arnold, David +3 more
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Model-Free Gradient-Based Adaptive Learning Controller for an Unmanned Flexible Wing Aircraft
Robotics, 2018 Classical gradient-based approximate dynamic programming approaches provide reliable and fast solution platforms for various optimal control problems. However, their dependence on accurate modeling approaches poses a major concern, where the efficiency ...
Mohammed Abouheaf +2 more
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Optimal excess of loss reinsurance-barrier dividend strategies with investment
Shenzhen Daxue xuebao. Ligong ban, 2022 The optimal barrier dividend problem under excess of loss reinsurance strategy has rarely been studied so far. We combine the risk factors such as market friction and terminal residual value with risk investment and risk control strategy, and study the ...
SUN Zongqi +3 more
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Discrete Hamilton-Jacobi Theory
, 2011 We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time.
Anthony M. Bloch +3 more
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Nonlinear Optimal Control for Stochastic Dynamical Systems
MathematicsThis paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
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Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System
Journal of Probability and Statistics, 2009 The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-
Azizul Baten, Anton Abdulbasah Kamil
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Optimization of Boiler Soot Blowing Based on Hamilton-Jacobi-Bellman Equation
IEEE Access, 2019 In this paper, the optimization of the boiler soot blowing is investigated based on the Hamilton-Jacobi-Bellman (HJB) equation and from the standpoint of the equipment health management.
Jie Wen +4 more
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