Results 31 to 40 of about 9,123 (200)

Optimal Navigation Functions for Nonlinear Stochastic Systems

, 2014
This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential equation. This
Burdick, Joel W., Horowitz, Matanya B.
core   +1 more source

A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity

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
doaj   +1 more source

Min–Max Dynamic Programming Control for Systems with Uncertain Mathematical Models via Differential Neural Network Bellman’s Function Approximation

Mathematics, 2023
This research focuses on designing a min–max robust control based on a neural dynamic programming approach using a class of continuous differential neural networks (DNNs). The proposed controller solves the robust optimization of a proposed cost function
Alexander Poznyak, Sebastian Noriega-Marquez, Alejandra Hernandez-Sanchez, Mariana Ballesteros-Escamilla, Isaac Chairez   +4 more
doaj   +1 more source

Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations

, 2013
In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM).
CY Kao, E Cristiani, H Zhao, J Qian, JA Sethian, JA Sethian, JN Tsitsiklis, M Falcone, S Cacace, W-K Jeong, Y Tsai, Z Fu   +11 more
core   +3 more sources

Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process

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
doaj   +1 more source

Functional tooth unit, periodontal status, and association with weight change in older adults

Journal of Periodontology, EarlyView.
Abstract Background Literature reports that having fewer teeth is associated with reduced chewing capacity, which in turn may lead to weight changes due to diminished oral functionality. This study aims to assess the association between functional tooth units (FTU) and periodontal status and weight change among older adults participating in the Health,
Mariana S. Muñoz, Natália M. Pola, Juliana B. Hilgert, Fernando N. Hugo, Roberto P. Pimentel, Eleanor M. Simonsick, Francisco W. M. G. Muniz   +6 more
wiley   +1 more source

Path integral formulation of stochastic optimal control with generalized costs

, 2014
Path integral control solves a class of stochastic optimal control problems with a Monte Carlo (MC) method for an associated Hamilton-Jacobi-Bellman (HJB) equation.
Chorin, Alexandre J., Morzfeld, Matthias, Tomlin, Claire J., Yang, Insoon   +3 more
core   +1 more source

Numerical Solution of the Dynamic Programming Equation for the Optimal Control of Quantum Spin Systems [PDF]

, 2010
The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems.
Azagra, Bardi, Bertsekas, Boscain, Bryson, Carlini, Crandall, Dirr, D’Alessandro, Fleming, Khaneja, Khaneja, Kirk, Kushner, Lions, Mantegazza, Matthew R. James, McEneaney, Munkres, Nielsen, Nielsen, Nijmeijer, Sridharan, Sridharan, Srinivas Sridharan   +24 more
core   +1 more source

HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces

Journal of Optimization Theory and Applications, 2023
AbstractIn this paper, we study a first extension of the theory of mild solutions for Hamilton–Jacobi–Bellman (HJB) equations in Hilbert spaces to the case where the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear HJB equation.
Calvia A., Cappa G., Gozzi F., Priola E.
openaire   +3 more sources

Multi‐Frequency Electrocochleography Results in Fewer Drop Alarms During Cochlear Implant Insertion

The Laryngoscope, EarlyView.
A novel multi‐frequency electrocochleography (ECochG) algorithm used during cochlear implant electrode insertion is associated with fewer drop alarms and an increase in optimal insertion track patterns. Multi‐frequency ECochG may provide a more accurate assessment of the cochlear microenvironment when compared to single‐frequency ECochG.
Mana Espahbodi, Ali Syed, Alex Tu, Michael D. Seidman, Christopher J. Danner, Kyle P. Allen, Loren J. Bartels, Syed F. Ahsan, Courtney C.J. Voelker, Nicholas L. Deep, Jacob B. Hunter, Rebecca C. Chiffer, Elias M. Michaelides, Mohamed Elrakhawy, Matthew W. Miller, Harrison W. Lin, Hamid R. Djalilian, Esther X. Vivas, Simon I. Angeli, Michael Hoa, H. Jeffrey Kim, Mark H. Widick, Katrina R. Stidham, Neil S. Patel, Richard K. Gurgel, Karl W. Doerfer, Kanthaiah Koka, Michael S. Harris   +27 more
wiley   +1 more source