Results 81 to 90 of about 634 (183)

On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary

Communications on Pure and Applied Analysis, 2016
12pp
Castorina, Daniele, CESARONI, ANNALISA, ROSSI, LUCA   +2 more
openaire   +5 more sources

Composite Learning-Based Inverse Optimal Fault-Tolerant Control for Hierarchy-Structured Unmanned Helicopters

Drones
This 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, Ke Zhang, Bin Jiang, Yushun Tan   +3 more
doaj   +1 more source

Foundations of the Preisach Operator in Real Options Problems with Subscription Cost and Heterogeneous Population of Consumers

Axioms
This 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, Lev Rachinskiy, Alejandro Rivera   +2 more
doaj   +1 more source

Policy Iteration for Exploratory Hamilton–Jacobi–Bellman Equations

Applied Mathematics & Optimization
25 ...
Hung Vinh Tran, Zhenhua Wang, Yuming Paul Zhang   +2 more
openaire   +2 more sources

Measurable Viability Theorems and the Hamilton-Jacobi-Bellman Equation

Journal of Differential Equations, 1995
Let \(t \rightsquigarrow P(t) : [0,T] \rightsquigarrow R^d\) be an absolutely continuous set-valued map and \((t,x) \rightsquigarrow F(t,x) : [0,T] \times R^d \rightsquigarrow R^d\) a set-valued map with closed convex values, measurable in \(t\), continuous in \(x\), and satisfying \(\sup \{|y |; y \in F(t,x),\;x \in R^d\} \leq \mu(t)\), \(t \in [0,T]\)
Frankowska, H., Plaskacz, S., Rzezuchowski, T.   +2 more
openaire   +1 more source

Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint

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

Ergodic problem for the Hamilton–Jacobi–Bellman equation. II

Annales de l'Institut Henri Poincaré C, Analyse non linéaire, 1998
We study the ergodic problem for the first-order Hamilton–Jacobi–Equations (HJBs), from the view point of controllabilities of underlying controlled deterministic systems. We shall give sufficient conditions for the ergodicity by the estimates of controllabilities.
openaire   +1 more source

Hamilton–Jacobi–Bellman Equation under States Constraints

Journal of Mathematical Analysis and Applications, 2000
This paper is concerned with the uniqueness of discontinuous solutions of the Hamilton-Jacobi-Bellman equation \[ \begin{cases} -{\partial V\over\partial t} (t,x)+ H(t,x,{\partial V\over\partial x}(t, x))= 0,\\ V(t,x)= \psi(x)\text{ when }g(T,x)\leq 0,\end{cases} \] where \(H(t,x,p)= \sup_{v\in F(t,x)}\langle p,v\rangle\), arising in Mayer's problem ...
openaire   +2 more sources

On the Unitarity of the Stueckelberg Wave Equation and Measurement as Bayesian Update from Maximum Entropy Prior Distribution

Quantum Reports
The Stueckelberg wave equation is transformed into a quantum telegraph equation and a set of stationary states is obtained as unitary solutions. As it has been shown previously that this PDE relates to the Dirac operator, and on the other hand it is a ...
Jussi Lindgren
doaj   +1 more source

Hamilton-Jacobi-Bellman equations on graphs

Here, we study Hamilton-Jacobi-Bellman equations on graphs. These are meant to be the analog of any of the following types of equations in the continuum setting of partial differential and nonlocal integro-differential equations: Hamilton-Jacobi (typically first order and local), Hamilton-Jacobi-Bellmann-Isaacs (first, second, or fractional order), and
Forcillo, Nicolò, Kitagawa, Jun, Schwab, Russell W.   +2 more
openaire   +2 more sources