Results 181 to 190 of about 1,725 (192)

Penalty Approach to the HJB Equation Arising in European Stock Option Pricing with Proportional Transaction Costs

Journal of Optimization Theory and Applications, 2009
Song Wang
exaly  

HJB equation for optimal control system with random impulses

Optimization
Xiao-Bao Shu
exaly  

Bounded robust control of nonlinear systems using neural network–based HJB solution

Neural Computing and Applications, 2010
Dipak Adhyaru, Indra Narayan Kar, M Gopal   +2 more
exaly  

The Stochastic HJB equation and WKB method

1998
openaire   +1 more source

Least Squares Solutions of the HJB Equation With Neural Network Value-Function Approximators

IEEE Transactions on Neural Networks, 2007
Tom Erez
exaly  

Penalty Methods for the Solution of Discrete HJB Equations—Continuous Control and Obstacle Problems

SIAM Journal on Numerical Analysis, 2012
Christoph Reisinger
exaly  

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

Mathematical Control and Related Fields, 2015
Haiyang Wang
exaly  

Stochastic controls—Hamiltonian systems and HJB equations

Automatica, 2002
openaire   +1 more source

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