Results 41 to 50 of about 8,699 (152)
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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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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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.
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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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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 +4 more
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HJB equations for certain singularly controlled diffusions
The Annals of Applied Probability, 2007 Given a closed, bounded convex set $\mathcal{W}\subset{\mathbb {R}}^d$ with nonempty interior, we consider a control problem in which the state process $W$ and the control process $U$ satisfy \[W_t= w_0+\int_0^t\vartheta(W_s) ds+\int_0^t (W_s) dZ_s+GU_t\in \mathcal{W},\qquad t\ge0,\] where $Z$ is a standard, multi-dimensional Brownian motion ...
Atar, Rami +2 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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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 +11 more
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Optimal Reinsurance-Investment Problem under Mean-Variance Criterion with n Risky Assets
Discrete Dynamics in Nature and Society, 2020 Based on the mean-variance criterion, this paper investigates the continuous-time reinsurance and investment problem. The insurer’s surplus process is assumed to follow Cramér–Lundberg model.
Peng Yang
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Online Optimal Control of Robotic Systems with Single Critic NN-Based Reinforcement Learning
Complexity, 2021 This paper suggests an online solution for the optimal tracking control of robotic systems based on a single critic neural network (NN)-based reinforcement learning (RL) method.
Xiaoyi Long, Zheng He, Zhongyuan Wang
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