Results 21 to 30 of about 9,027 (185)
HJB-POD Feedback Control for Navier-Stokes Equations [PDF]
, 2016 In this report we present the approximation of an infinite horizon optimal control problem for the evolutive Navier-Stokes system. The method is based on a model reduction technique, using a POD approximation, coupled with a Hamilton-Jacobi equation which characterizes the value function of the corresponding control problem for the reduced system ...
Alla, Alessandro, Hinze, Michael
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Observer-Based Adaptive Control of Uncertain Nonlinear Systems Via Neural Networks
IEEE 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
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SICE 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
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PINN-based viscosity solution of HJB equation
, 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 ...
Liu, Tianyu +3 more
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Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Risks, 2021 In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company’s surplus process is assumed to follow a Brownian
Julia Eisenberg +2 more
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Triangle Inequality for Inverse Optimal Control
IEEE Access, 2023 Inverse optimal control (IOC) is a problem of estimating a cost function based on the behaviors of an expert that behaves optimally with respect to the cost function.
Sho Mitsuhashi, Shin Ishii
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Optimal feedback control for undamped wave equations by solving a HJB equation [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2015 In this paper, optimal feedback control for one-dimensional semi-linear wave equations is considered. The feedback law based on the dynamic programming principle requires to solve the evolutionary Hamilton-Jacobi-Bellman (HJB) equation. To avoid the so--called ``curse of dimensionality'', instead of classical discretization methods based on finite ...
Kröner, Axel +2 more
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A new domain decomposition method for an HJB equation
Journal of Computational and Applied Mathematics, 2003 This note is concerned with a second-order Hamilton-Jacobi-Bellman (HJB) equation. First, the authors explain that this kind of problems can be regarded as a quasivaritional inequality problem. Further, they proceed by a domain decomposition to establish the solution.
Zhou, Shuzi, Zhan, Wuping
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Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation
Mathematical Biosciences and Engineering, 2020 We consider a feedback control problem of a susceptible-infective-recovered (SIR) model to design an efficient vaccination strategy for influenza outbreaks.
Yoon-gu Hwang +2 more
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Abstract and Applied Analysis, 2014 This paper investigates the excess-of-loss reinsurance and investment problem for a compound Poisson jump-diffusion risk process, with the risk asset price modeled by a constant elasticity of variance (CEV) model.
De-Lei Sheng, Ximin Rong, Hui Zhao
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