Results 171 to 180 of about 9,123 (200)

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.
Xueping Li, Q. S. Song
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Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients

Journal of Optimization Theory and Applications
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Jianrui Li, Jinghai Shao, Hui Zhao
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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 0001, 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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Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations

SIAM 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
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POD-based feedback control of the burgers equation by solving the evolutionary HJB equation

Computers and Mathematics With Applications, 2005
A numerical method is proposed for solving finite-time horizon suboptimal feedback control problems of distributed parameter systems. The method is based on model reduction by proper orthogonal decomposition (POD), and a local Lax-Friedrichs scheme is used to solve the resulting evolutionary Hamilton-Jacobi-Bellman (HJB) equation. The latter scheme for
Kunisch, K., Xie, L.
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Dynamic solution of the HJB equation and the optimal control of nonlinear systems

49th 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.
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Hamiltonian systems, HJB equations, and stochastic controls

Proceedings of the 36th IEEE Conference on Decision and Control, 2002
Pontraygin's maximum principle (MP) involving the Hamiltonian system and Bellman's dynamic programming (DP) involving the HJB equation are the two most important approaches in modern optimal control theory. However, these two approaches have been developed separately in literature and it has been a long-standing, yet fundamentally important problem to ...
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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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Optimal soot blowing and repair plan for boiler based on HJB equation

Optimization, 2022
Jie Wen, Yuanhao Shi, Jianfang Jia
exaly