Results 31 to 40 of about 14,906 (246)

A unified framework of rapid exponential stability and optimal feedback control for nonlinear systems

Advances in Mechanical Engineering, 2019
A novel framework of rapid exponential stability and optimal feedback control is investigated and analyzed for a class of nonlinear systems through a variant of continuous Lyapunov functions and Hamilton–Jacobi–Bellman equation.
Yan Li, Yuanchun Li
doaj   +1 more source

Mean Field Game with Delay: A Toy Model

Risks, 2018
We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward ...
Jean-Pierre Fouque, Zhaoyu Zhang
doaj   +1 more source

L∞-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition

Demonstratio Mathematica, 2021
In this paper, we introduce a new method to analyze the convergence of the standard finite element method for Hamilton-Jacobi-Bellman equation with noncoercive operators with nonlinear source terms with the mixed boundary conditions.
Miloudi Madjda, Saadi Samira, Haiour Mohamed   +2 more
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Mixed Finite Element Approximation of the Hamilton-Jacobi-Bellman Equation with Cordes Coefficients

SIAM Journal on Numerical Analysis, 2019
A mixed finite element approximation of $H^2$ solutions to the fully nonlinear Hamilton--Jacobi--Bellman equation, with coefficients that satisfy the Cordes condition, is proposed and analyzed.
D. Gallistl, E. Süli
semanticscholar   +1 more source

Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations [PDF]

SIAM Journal on Control and Optimization, 2013
Final version. To appear in the SIAM Journal on Control and Optimization.
Bayraktar, Erhan, Sirbu, Mihai
openaire   +2 more sources

Set-valued Hamilton-Jacobi-Bellman Equations

, 2023
Building upon the dynamic programming principle for set-valued functions arising from many applications, in this paper we propose a new notion of set-valued PDEs. The key component in the theory is a set-valued Itô formula, characterizing the flows on the surface of the dynamic sets.
İşeri, Melih, Zhang, Jianfeng
openaire   +2 more sources

Adaptive Neural Network Optimized Control Using Reinforcement Learning of Critic-Actor Architecture for a Class of Non-Affine Nonlinear Systems

IEEE Access, 2021
In this article, an optimized tracking control using critic-actor reinforcement learning (RL) strategy is investigated for a class of non-affine nonlinear continuous-time systems.
Xue Yang, Bin Li, Guoxing Wen
doaj   +1 more source

Hamilton-Jacobi-Bellman equations with fast gradient-dependence [PDF]

Indiana University Mathematics Journal, 2000
The authors deal with the existence, uniqueness, and regularity properties for a class of Hamilton-Jacobi-Bellman equations, when the Hamiltonians are superlinear in the adjoint variable, but possibly not uniformly with respect to the state variable. Such a class of equations arises in nonlinear control problems with unbounded controls.
RAMPAZZO, FRANCO, SARTORI, CATERINA
openaire   +3 more sources

Optimal Investment Strategy for DC Pension Plan with Stochastic Income and Inflation Risk under the Ornstein–Uhlenbeck Model

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
doaj   +1 more source

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
openaire   +2 more sources