Results 171 to 180 of about 9,027 (185)

HJB equation based learning scheme for neural networks

2017 International Joint Conference on Neural Networks (IJCNN), 2017
A control theoretic approach is presented in this paper for both batch and instantaneous updates of weights in feed-forward neural networks. The popular Hamilton-Jacobi-Bellman (HJB) equation has been used to generate an optimal weight update law. The main contribution in this paper is that a closed form solutions for both optimal cost and weight ...
Vipul Arora, Laxmidhar Behera, Tharun Kumar Reddy, Ajay Pratap Yadav   +3 more
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Viscosity Solutions for HJB Equations

2014
The theory of viscosity solutions was originated by M.G. Crandall and P.L. Lions in the early 80s for the Hamilton–Jacobi equations and later P.L. Lions developed it for the HJB equations (Lions, J Commun PDE 8:1101–1134, 1983; Acta Math 16:243–278, 1988; Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in ...
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Markov chain approximation methods on generalized HJB equation

2007 46th IEEE Conference on Decision and Control, 2007
This work is concerned with numerical methods for a class of stochastic control optimizations and stochastic differential games. Numerical procedures based on Markov chain approximation techniques are developed in a framework of generalized Hamilton-Jacobi-Bellman equations.
null Xueping Li, Q. S. Song
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Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients

Journal of Optimization Theory and Applications
zbMATH 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, 2002
The 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., Iourtchenko, D., Bratus, A.   +2 more
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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.
Buckdahn, R, Huang, J, Li, J
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HJB Equation, Dynamic Programming Principle, and Stochastic Optimal Control

2021
The 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, 2003
The 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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FINITE ELEMENT METHODS FOR HJB EQUATIONS

Mathematics in Science and Technology, 2011
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HJB equation for optimal control system with random impulses

Optimization, 2022
Yu Guo, Xiao-Bao Shu, Fei Xu, Cheng Yang
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