Results 31 to 40 of about 1,005 (161)

A direct approach to linear-quadratic stochastic control [PDF]

Opuscula Mathematica, 2017
A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic ...
Tyrone E. Duncan, Bozenna Pasik-Duncan
doaj   +1 more source

The Dual Hamilton–Jacobi Equation and the Poincaré Inequality

Mathematics
Following the equivalence between logarithmic Sobolev inequalities and hypercontractivity shown by L. Gross, and applying the ideas and methods of the work by Bobkov, Gentil and Ledoux, we would like to establish a new connection between the logarithmic ...
Rigao He, Wei Wang, Jianglin Fang, Yuanlin Li   +3 more
doaj   +1 more source

Minimal Length Effects on Tunnelling from Spherically Symmetric Black Holes

Advances in High Energy Physics, 2015
We investigate effects of the minimal length on quantum tunnelling from spherically symmetric black holes using the Hamilton-Jacobi method incorporating the minimal length.
Benrong Mu, Peng Wang, Haitang Yang
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Additive Eigenvalue Problems of the Laplace Operator with the Prescribed Contact Angle Boundary Condition

Complexity, 2020
Additive eigenvalue problem appears in ergodic optimal control or the homogenization of Hamilton–Jacobi equations. It has wide applications in several fields including computer science and then attracts the attention.
Hongmei Li, Peihe Wang
doaj   +1 more source

Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators [PDF]

ESAIM: Proceedings and Surveys, 2019
We consider the optimal stopping and optimal control problems related to stochastic variational inequalities modeling elasto-plastic oscillators subject to random forcing.
Lauriere M., Li Z., Mertz L., Wylie J., Zuo S.   +4 more
doaj   +1 more source

Numerical Construction of Viable Sets for Autonomous Conflict Control Systems

Mathematics, 2014
A conflict control system with state constraints is under consideration. A method for finding viability kernels (the largest subsets of state constraints where the system can be confined) is proposed.
Nikolai Botkin, Varvara Turova
doaj   +1 more source

Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales

Complexity, 2020
Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases.
Yingjun Zhu, Guangyan Jia
doaj   +1 more source

Hamilton–Jacobi equations for nonholonomic dynamics [PDF]

Journal of Mathematical Physics, 2005
We derive generalized Hamilton–Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton–Jacobi equation exists, the action is actually minimized (not just extremized).
openaire   +2 more sources

Solution Hamilton-Jacobi equation for oscillator Caldirola-Kanai

Revista Científica, 2016
The method allows Hamilton-Jacobi explicitly determine the generating function from which is possible to derive a transformation that makes soluble Hamilton's equations.
LEONARDO PASTRANA ARTEAGA, Francis Armando Segovia Chaves   +1 more
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Hamiltonian approach to GR – Part 2: covariant theory of quantum gravity

European Physical Journal C: Particles and Fields, 2017
A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with
Claudio Cremaschini, Massimo Tessarotto
doaj   +1 more source