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Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients
Journal of Optimization Theory and ApplicationszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jianrui Li, Jinghai Shao, Hui Zhao
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Bounded Control of Random Vibration: Hybrid Solution to HJB Equations
Meccanica, 2002The authors examine a mathematical model of a randomly excited mass-spring system. It is supposed that the excitation is a stationary Gaussian white noise, the cost functionals being the response energies of several types. The problem is studied by dynamical programming method.
Dimentberg, M. +2 more
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Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method
SIAM Journal on Control and Optimization, 2012In this work we investigate regularity properties of a large class of Hamilton-Jacobi- Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in the form of a stochastic control system in which nonlinear cost functional is defined with the help of a backward stochastic differential equation (BSDE) or a reflected BSDE.
Buckdahn, R, Huang, J, Li, J
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HJB Equation, Dynamic Programming Principle, and Stochastic Optimal Control
2021The paper is an extended version of lecture notes from a mini-course given by the author in the workshop Optimal Control and PDE in Tohoku University in 2017. The main objective of the lecture notes is to give a short but rigorous introduction to the dynamic programming approach to stochastic optimal control problems.
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Viscosity Solutions of HJB Equations with Unbounded Data and Characteristic Points
Applied Mathematics and Optimization, 2003The author refines and extends to the ``unbounded case'' certain previous results concerning viscosity-type properties of the value functions of optimal control problems which consist in the minimization of functionals of the form \[ J(t,x,\alpha(.)):=\int_0^t e^{-\int_0^tk(y(\sigma),\alpha(\sigma)) \,d\sigma} l((y(s),\alpha(s))ds+ e^{-\int_0^tk(y ...
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Jun J Mao,, Msce +2 more
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FINITE ELEMENT METHODS FOR HJB EQUATIONS
Mathematics in Science and Technology, 2011openaire +1 more source
HJB equation for optimal control system with random impulses
Optimization, 2022Yu Guo, Xiao-Bao Shu, Fei Xu, Cheng Yang
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Multidisciplinary standards of care and recent progress in pancreatic ductal adenocarcinoma
Ca-A Cancer Journal for Clinicians, 2020Aaron J Grossberg +2 more
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