Results 81 to 90 of about 1,562,881 (169)
Heat Transfer, Volume 55, Issue 3, Page 1674-1682, May 2026.ABSTRACT Traditional numerical methods, such as finite difference methods (FDM), finite element methods (FEM), and spectral methods, often face meshing challenges and high computational cost for solving nonlinear coupled differential equations. Machine learning techniques, specifically Physics‐informed machine learning, address these obstacles by ...
Ahmad, Feroz Soomro, Husna Zafar
wiley +1 more source
Intraday renewable electricity trading: advanced modeling and numerical optimal control
Journal of Mathematics in Industry, 2020 As an extension of (Progress in industrial mathematics at ECMI 2018, pp. 469–475, 2019), this paper is concerned with a new mathematical model for intraday electricity trading involving both renewable and conventional generation.
Silke Glas +7 more
doaj +1 more source
Existence of Solutions to the Hamilton–Jacobi–Bellman Equation under Quadratic Growth Conditions [PDF]
, 2001 In this paper we show the existence of solutions with quadratic growth to Hamilton–Jacobi–Bellman equations. We assume that the Hamiltonian has the quadratic growth both in x and p.
Ito, Kazufumi
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Hamilton-Jacobi-Bellman equations on time scales
, 2009 In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle.
Honglei Xu (23287432) +2 more
core
DronesThis article investigates the inverse optimal fault-tolerant formation-containment control problem for a group of unmanned helicopters, where the leaders form a desired formation pattern under the guidance of a virtual leader while the followers move ...
Qingyi Liu +3 more
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AxiomsThis paper considers the pricing of a subscription service in a heterogeneous market with consumers having different discount rates. We show that in the case of a non-zero enrollment/cancellation cost, solutions of the Hamilton–Jacobi–Bellman equation ...
Dmitrii Rachinskii +2 more
doaj +1 more source
Optimal state feedback using partial differential equation Hamilton-Jacobi-Bellman
, 2007 Η μερική διαφορική εξίσωση Hamilton-Jacobi-Bellman παράγει τη λύση στο πρόβλημα του υπολογισμού της βέλτιστης ανάδρασης καταστάσεων σε μη γραμμικά δυναμικά συστήματα.
Παππάς, Αντώνιος
core
Journal of Function Spaces, 2019 This paper analyzes the optimal reinsurance strategy for insurers with a generalized mean-variance premium principle. The surplus process of the insurer is described by the diffusion model which is an approximation of the classical Cramér-Lunderberg ...
Yuzhen Wen, Chuancun Yin
doaj +1 more source
Finite Element Methods with Artificial Diffusion for Hamilton-Jacobi-Bellman Equations
, 2012 In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arXiv:1111.5423); where a framework
I. Smears +5 more
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Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
, 2007 We study a class of Hamilton-Jacobi-Bellman #HJB# equations associated to stochastic optimal control of the Duncan-Mortensen-Zakai equation. The equations are investigated in weighted L 2 spaces.
Fausto Gozzi, Andrzej Swiech
core