Results 11 to 20 of about 9,123 (200)

Fractional Order Version of the HJB Equation

open access: yes, 2018
We consider an extension of the well-known Hamilton-Jacobi-Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem.
AsadiZadehShiraz, Mehdi   +2 more
core   +3 more sources

Exploratory HJB Equations and Their Convergence

open access: yesSIAM Journal on Control and Optimization, 2022
We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and Zhou (J. Mach. Learn. Res., 21, 2020) in the context of reinforcement learning in continuous time and space.
Wenpin Tang   +2 more
openaire   +3 more sources

PINN-based viscosity solution of HJB equation

open access: yesCoRR, 2023
This paper proposed a novel PINN-based viscosity solution for HJB equations. Although there exists work using PINN to solve HJB, but none of them gives the solution in viscosity sense. This paper reveals the fact that using the convex neural network, one can guarantee the viscosity solution and thus the neural network can easily converge to the true ...
Tianyu Liu   +3 more
openaire   +2 more sources

Series Solution of Stochastic HJB Equations [PDF]

open access: yes2019 IEEE 58th Conference on Decision and Control (CDC), 2019
We consider infinite horizon, stochastic, smooth optimal control problems in continuous time where the coefficients of the white Gaussian noise terms in the dynamics vanish at the origin. We show how the Taylor polynomials of the optimal cost and the optimal feedback can be computed degree by degree. This is a generaliztion of the work of Al’brekht who
openaire   +4 more sources

On Stability of Perturbed Nonlinear Switched Systems with Adaptive Reinforcement Learning

open access: yesEnergies, 2020
In this paper, a tracking control approach is developed based on an adaptive reinforcement learning algorithm with a bounded cost function for perturbed nonlinear switched systems, which represent a useful framework for modelling these converters, such ...
Phuong Nam Dao   +3 more
doaj   +1 more source

Numerical simulation of collision-free near-shortest path generation for Dubins vehicle via Hamilton–Jacobi–Bellman equation: A case study

open access: yesCogent Engineering, 2020
Motivated by modeling an unmanned aerial vehicle at a constant altitude plane above ground level as Dubins vehicle with signed upper-bounded curvature as constrained input and the flight path as Dubins path, the class of flight paths we study is ...
Han-Jung Chou   +2 more
doaj   +1 more source

Adaptive Neural Network Optimized Control Using Reinforcement Learning of Critic-Actor Architecture for a Class of Non-Affine Nonlinear Systems

open access: yesIEEE Access, 2021
In this article, an optimized tracking control using critic-actor reinforcement learning (RL) strategy is investigated for a class of non-affine nonlinear continuous-time systems.
Xue Yang, Bin Li, Guoxing Wen
doaj   +1 more source

A Study on Numerical Solutions of Hamilton-Jacobi-Bellman Equations Based on Successive Approximation Approach

open access: yesSICE Journal of Control, Measurement, and System Integration, 2020
This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) equation, which arises in nonlinear optimal control. In this approach, we first use the successive approximation to reduce the HJB equation, a nonlinear partial ...
Ichiro Maruta   +2 more
doaj   +1 more source

Observer-Based Adaptive Control of Uncertain Nonlinear Systems Via Neural Networks

open access: yesIEEE Access, 2018
In this paper, a novel observer-based control strategy is proposed for a class of uncertain continuous-time nonlinear systems based on the Hamilton-Jacobi-Bellman (HJB) equation.
Chaoxu Mu, Yong Zhang, Ke Wang
doaj   +1 more source

Galerkin approximations for the optimal control of nonlinear delay differential equations [PDF]

open access: yes, 2017
Optimal control problems of nonlinear delay differential equations (DDEs) are considered for which we propose a general Galerkin approximation scheme built from Koornwinder polynomials.
Chekroun, Mickaël D.   +2 more
core   +2 more sources

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