Results 151 to 160 of about 40,007 (203)

Hamilton–Jacobi–Bellman Equations

2017
In this chapter we present recent developments in the theory of Hamilton–Jacobi–Bellman (HJB) equations as well as applications. The intention of this chapter is to exhibit novel methods and techniques introduced few years ago in order to solve long-standing questions in nonlinear optimal control theory of Ordinary Differential Equations (ODEs).
Festa, Adriano   +6 more
openaire   +3 more sources

The Hamilton—Jacobi Equation

2001
We already know that canonical transformations are useful for solving mechanical problems. We now want to look for a canonical transformation that transforms the 2N coordinates (q i , p i ) to 2N constant values (Q i , P i ), e.g., to the 2N initial values \((q_{i}^{0},p_{i}^{0})\) at time t = 0.
Walter Dittrich, Martin Reuter
openaire   +1 more source

Relaxation of Hamilton-Jacobi Equations

Archive for Rational Mechanics and Analysis, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hitoshi Ishii, LORETI, Paola
openaire   +1 more source

Stochastic Hamilton–Jacobi–Bellman Equations

SIAM Journal on Control and Optimization, 1992
Summary: This paper studies the following form of nonlinear stochastic partial differential equation: \[ \begin{multlined} -d\Phi_ t=\inf_{v\in U}\left\{\frac12 \sum_{i,j}[\sigma\sigma^*]_{ij}(x,v,t)\partial_{x_ ix_ j}\Phi_ t(x)+\sum_ i b_ i(x,v,t)\partial_{x_ i}\Phi_ t(x)+L(x,v,t)+\right. \\ \left.+\sum_{i,j}\sigma_{ij}(x,v,t)\partial _{x_ i}\Psi_{j,t}
openaire   +1 more source

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