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Viscosity Solutions for HJB Equations
2014The 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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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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Hamiltonian systems, HJB equations, and stochastic controls
Proceedings of the 36th IEEE Conference on Decision and Control, 2002Pontraygin'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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Optimal soot blowing and repair plan for boiler based on HJB equation
Optimization, 2022Jie Wen, Yuanhao Shi, Jianfang Jia
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Solution to the HJB equation for LQR-type problems on compact connected Lie groups
Automatica, 2018Rohit Gupta +2 more
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FINITE ELEMENT METHODS FOR HJB EQUATIONS
Mathematics in Science and Technology, 2011openaire +1 more source
Nonlinear optimal control of washing machine based on approximate solution of HJB equation
Optimal Control Applications and Methods, 2008Mohammad Javad Yazdanpanah, Caro Lucas
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An adaptive multilevel radial basis function scheme for the HJB equation
IFAC-PapersOnLine, 2017Roberto Ferretti, O Junge
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