Results 151 to 160 of about 1,725 (192)

Ankle Exoskeletons May Hinder Standing Balance in Simple Models of Older and Younger Adults. [PDF]

open access: yesIEEE Trans Neural Syst Rehabil Eng
Raz D, Joshi V, Umberger BR, Ozay N.
europepmc   +1 more source

A power penalty method for discrete HJB equations

Optimization Letters, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kai Zhang, X Q Yang, Yang Xiaoqi
exaly   +4 more sources

Dynamic solution of the HJB equation and the optimal control of nonlinear systems

open access: yes49th IEEE Conference on Decision and Control (CDC), 2010
Optimal control problems are often solved exploiting the solution of the so-called Hamilton-Jacobi-Bellman (HJB) partial differential equation, which may be, however, hard or impossible to solve in specific examples. Herein we circumvent this issue determining a dynamic solution of the HJB equation, without solving any partial differential equation ...
Sassano M., Astolfi A.
openaire   +2 more sources

Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method

SIAM Journal on Control and Optimization, 2012
In 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.
Rainer Buckdahn, Jianhui Huang
exaly   +3 more sources

Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations

open access: yesSIAM Journal on Control and Optimization, 2004
Summary: Recently in [A. Budhiraja, SIAM J. Control Optim. 42, No. 2, 532--558 (2003; Zbl 1037.93073)] an ergodic control problem for a class of diffusion processes, constrained to take values in a polyhedral cone, was considered. The main result of that paper was that under appropriate conditions on the model, there is a Markov control for which the ...
Vivek S. Borkar, Amarjit Budhiraja
openaire   +3 more sources

An iterative algorithm for solving a kind of discrete HJB equation with M-functions

open access: yesApplied Mathematics Letters, 2011
In this work, an iterative algorithm for solving a kind of discrete HJB equation with M-functions is proposed and monotone convergence is obtained.
Shuilian Xie
exaly   +2 more sources

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