SICE Journal of Control, Measurement, and System Integration, 2020 This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) equation, which arises in nonlinear optimal control. In this approach, we first use the successive approximation to reduce the HJB equation, a nonlinear partial ...
Ichiro Maruta +2 more
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Frontiers in Physics, 2023 In this work, we present two finite-dimensional Lie–Poisson Hamiltonian systems associated with the Hirota–Satsuma modified Boussinesq equation by using the nonlinearization method. Moreover, the separation of variables on the common level set of Casimir
Xue Geng, Dianlou Du, Xianguo Geng
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Hamilton-Jacobi Equations with State Constraints [PDF]
Transactions of the American Mathematical Society, 1990 In the present paper we consider Hamilton-Jacobi equations of the form H ( x , u , ∇ u ) = 0 , x ∈ Ω H(x,u,\nabla u) = 0,\;x \in \Omega , where Ω \Omega is a bounded open subset of
CAPUZZO DOLCETTA, Italo, P. L. Lions
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Optimal Defined Contribution Pension Management with Jump Diffusions and Common Shock Dependence
Mathematics, 2023 This work deals with an optimal asset allocation problem for a defined contribution (DC) pension plan during its accumulation phase. The contribution rate is assumed to be proportional to the individual’s salary.
Wujun Lv, Linlin Tian, Xiaoyi Zhang
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Optimal Consumption in a Stochastic Ramsey Model with Cobb-Douglas Production Function
International Journal of Mathematics and Mathematical Sciences, 2013 A stochastic Ramsey model is studied with the Cobb-Douglas production function maximizing the expected discounted utility of consumption. We transformed the Hamilton-Jacobi-Bellman (HJB) equation associated with the stochastic Ramsey model so as to ...
Md. Azizul Baten, Anton Abdulbasah Kamil
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Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches [PDF]
ESAIM: Proceedings and Surveys, 2020 Horizontal gene Transfer (HT) denotes the transmission of genetic material between two living organisms, while the vertical transmission refers to a DNA transfer from parents to their offspring.
Calvez Vincent +5 more
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An approximating method for the stabilizing solution of the Hamilton-Jacobi equation for integrable systems using Hamiltonian perturbation theory [PDF]
, 2006 In this report, a method for approximating the stabilizing solution of the Hamilton-Jacobi equation for integrable systems is proposed using symplectic geometry and a Hamiltonian perturbation technique.
Sakamoto, N., Schaft, A.J. van der
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Hamilton-Jacobi theory in multisymplectic classical field theories [PDF]
, 2015 The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories.
de León, Manuel +3 more
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A Discrete Hamilton–Jacobi Theory for Contact Hamiltonian Dynamics
MathematicsIn this paper, we propose a discrete Hamilton–Jacobi theory for (discrete) Hamiltonian dynamics defined on a (discrete) contact manifold. To this end, we first provide a novel geometric Hamilton–Jacobi theory for continuous contact Hamiltonian dynamics ...
Oğul Esen +2 more
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Bounded-From-Below Solutions of the Hamilton-Jacobi Equation for Optimal Control Problems with Exit Times: Vanishing Lagrangians, Eikonal Equations, and Shape-From-Shading [PDF]
, 2003 We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach.
Malisoff, Michael
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