Results 101 to 110 of about 1,725 (192)

Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations [PDF]

, 2017
The article of record as published may be found at http://dx.doi.org/10.1007/s10589-017-9910-0We address finding the semi-global solutions to optimal feedback control and the Hamilton–Jacobi–Bellman (HJB) equation.
Kang, Wei, Wilcox, Lucas C.
core  

Viscosity Solutions for HJB Equations on the Process Space

In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic value function is characterized by a fully nonlinear second order path dependent HJB equation on the process space, which is by nature infinite dimensional.
Zhou, Jianjun, Touzi, Nizar, Zhang, Jianfeng   +2 more
openaire   +2 more sources

A constructive approach to a class of ergodic HJB equations with nonsmooth cost

, 2011
We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes.
Dai Pra, Paolo, Cattiaux, Patrick, Poelly, Sylvie   +2 more
core  

Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation

, 2001
We analyse a class of numerical schemes for solving the HJB equation for stochastic control problems, that generalizes the usual finite difference method.
Zidani, Hasnaa, Bonnans, J. Frederic
core   +1 more source

S-shaped Utility Maximization with VaR Constraint and Partial Information. [PDF]

J Optim Theory Appl
Zhu D, Davey A, Zheng H.
europepmc   +1 more source

DAFRL: a dynamic adaptive mean field game-based multi-agent cooperative decision-making method. [PDF]

Sci Rep
Tang Y, Fan C, Yu D.
europepmc   +1 more source

Delay-aware chemotherapy dosing via online critic learning. [PDF]

Sci Rep
Rahimi F, Samadi M.
europepmc   +1 more source

Optimal tracking control of the coal mining face fluid supply system via adaptive dynamic programming. [PDF]

Sci Rep, 2023
Zeng X, Wang D.
europepmc   +1 more source

The social cost of carbon in regions and industries from ESG perspective - a case study of eight economic regions in China. [PDF]

Carbon Balance Manag
Tian Z, Tian L, Zhao Y.
europepmc   +1 more source

Deciphering cell-fate trajectories using spatiotemporal single-cell transcriptomic data. [PDF]

NPJ Syst Biol Appl
Zhang Z, Wang Z, Sun Y, Shen J, Peng Q, Li T, Zhou P.   +6 more
europepmc   +1 more source