Results 181 to 187 of about 702 (187)

A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs

2016
Bernt Øksendal, Tusheng Zhang, Agnes Sulem   +2 more
exaly  

Stochastic controls—Hamiltonian systems and HJB equations

Automatica, 2002
openaire   +1 more source

Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation

Mathematical Control and Related Fields, 2015
exaly  

Deep Neural Network Solver for HJB Equations

Ashley Davey, Harry Zheng
openaire   +1 more source

Solving Numerically the HJB Equation: Foundations

openaire   +1 more source

Solving Numerically the HJB Equation: Examples

openaire   +1 more source

Nonlinear optimal control of magnetic levitation system based on HJB equation approximate solution

2014
exaly