Results 21 to 30 of about 1,220,533 (174)
Optimal Feedback Control of Cancer Chemotherapy Using Hamilton–Jacobi–Bellman Equation
Complexity, 2022 Cancer chemotherapy has been the most common cancer treatment. However, it has side effects that kill both tumor cells and immune cells, which can ravage the patient’s immune system. Chemotherapy should be administered depending on the patient’s immunity
Yong Dam Jeong +5 more
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Fractional order version of the HJB equation
, 2019 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.
Razminia, Abolhassan +2 more
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An analytical solution for the HJB equation arising from the Merton problem
, 2018 In this paper, an analytical solution for the well-known Hamilton–Jacobi–Bellman (HJB) equation that arises from the Merton problem subject to general utility functions is presented for the first time.
Guiyuan Ma, Song-Ping Zhu
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Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate
Journal of Function Spaces, 2020 In order to tackle the problem of how investors in financial markets allocate wealth to stochastic interest rate governed by a nested stochastic differential equations (SDEs), this paper employs the Nash equilibrium theory of the subgame perfect ...
Shuang Li +4 more
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Optimal feedback control of undamped wave equations by solving a HJB equation [PDF]
, 2014 International audienceAn optimal fi nite-time horizon feedback control problem for (semi linear) wave equations is presented. The feedback law can be derived from the dynamic programming principle and requires to solve the evolutionary Hamilton-Jacobi ...
Hasnaa Zidani +5 more
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Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System
Journal of Probability and Statistics, 2009 The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-
Azizul Baten, Anton Abdulbasah Kamil
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, 2023 Supplemental material, sj-docx-1-hjb-10.1177_07399863231164857 for The Representational Deficit of Latinxs in the U.S. House of Representatives by Giovanny D. Pleites-Hernandez and Nathan J.
Giovanny D. Pleites-Hernandez (15192573) +1 more
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Journal of Biological Dynamics, 2019 A simplified stochastic control model for optimization of logistic dynamics with the control-dependent carrying capacity, which is motivated by a recent algae population management problem in the river environment, is presented.
Hidekazu Yoshioka
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Micromachines, 2021 This paper focuses on the flow and thermal characteristics of the lubricant film in the micro clearance of a hydrodynamic journal bearing (HJB) at high rotating speed.
Yulong Jiang +4 more
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Journal of Applied Mathematics, 2013 This paper studies a continuous-time dynamic mean-variance portfolio selection problem with the constraint of a higher borrowing rate, in which stock price is governed by a constant elasticity of variance (CEV) process. Firstly, we apply Lagrange duality
Hao Chang, Xi-min Rong
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