Stochastic Processes and their Applications, ISSN 0304-4149, 07/2017, Volume 127, Issue 7, pp. 2093 - 2137

Since its introduction by P.L. Lions in his lectures and seminars at the College de France, see Lions [6], and also the very helpful notes of Cardialaguet...

Master equation | Hamilton–Jacobi–Bellman equation | Functionals of probability measures | Mean field type control | Fokker–Planck equation | Mean field games | Hamilton-Jacobi-Bellman equation | STATISTICS & PROBABILITY | Fokker-Planck equation | Seminars | Management science | Business schools | Analysis

Master equation | Hamilton–Jacobi–Bellman equation | Functionals of probability measures | Mean field type control | Fokker–Planck equation | Mean field games | Hamilton-Jacobi-Bellman equation | STATISTICS & PROBABILITY | Fokker-Planck equation | Seminars | Management science | Business schools | Analysis

Journal Article

Neural Networks, ISSN 0893-6080, 03/2018, Volume 99, pp. 166 - 177

This paper presents a new theoretical design of nonlinear optimal control on achieving chaotic synchronization for coupled stochastic neural networks. To...

Lyapunov technique | Coupled stochastic neural networks | Chaotic synchronization | Noise attenuation | Nonlinear optimal control | Hamilton–Jacobi–Bellman (HJB) equation | CRITERIA | FEEDBACK-CONTROL | SLIDING MODE CONTROL | TIME-VARYING DELAYS | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | EXPONENTIAL LAG SYNCHRONIZATION | Hamilton-Jacobi-Bellman (HJB) equation | SYSTEMS | UNKNOWN-PARAMETERS | Neural networks

Lyapunov technique | Coupled stochastic neural networks | Chaotic synchronization | Noise attenuation | Nonlinear optimal control | Hamilton–Jacobi–Bellman (HJB) equation | CRITERIA | FEEDBACK-CONTROL | SLIDING MODE CONTROL | TIME-VARYING DELAYS | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | EXPONENTIAL LAG SYNCHRONIZATION | Hamilton-Jacobi-Bellman (HJB) equation | SYSTEMS | UNKNOWN-PARAMETERS | Neural networks

Journal Article

European Journal of Control, ISSN 0947-3580, 09/2017, Volume 37, pp. 70 - 74

This paper presents a computational method to deal with the Hamilton–Jacobi–Bellman equation with respect to a nonlinear optimal control problem. With Bellman...

Hamilton–Jacobi–Bellman equation | Global minimizer flow | Nonlinear minimization | Feedback optimal control | Difference equation | Hamilton-Jacobi-Bellman equation | AUTOMATION & CONTROL SYSTEMS | Hamilton-Jacobi equations | Research | Dynamic programming | Feedback control systems | Methods | Mathematical optimization | Economic models | Nonlinear equations | Control systems | Optimization | Problems | Feedback | Optimal control | Ordinary differential equations | Queuing theory | Control theory | Iterative methods | Nonlinear control

Hamilton–Jacobi–Bellman equation | Global minimizer flow | Nonlinear minimization | Feedback optimal control | Difference equation | Hamilton-Jacobi-Bellman equation | AUTOMATION & CONTROL SYSTEMS | Hamilton-Jacobi equations | Research | Dynamic programming | Feedback control systems | Methods | Mathematical optimization | Economic models | Nonlinear equations | Control systems | Optimization | Problems | Feedback | Optimal control | Ordinary differential equations | Queuing theory | Control theory | Iterative methods | Nonlinear control

Journal Article

SIAM Journal on Scientific Computing, ISSN 1064-8275, 2018, Volume 40, Issue 2, pp. A629 - A652

A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for...

High-dimensional approximation | Nonlinear dynamics | Hamilton–Jacobi–Bellman equations | Polynomial approximation | Optimal feedback control | MATHEMATICS, APPLIED | polynomial approximation | high-dimensional approximation | STABILIZATION | optimal feedback control | Hamilton-Jacobi-Bellman equations | nonlinear dynamics

High-dimensional approximation | Nonlinear dynamics | Hamilton–Jacobi–Bellman equations | Polynomial approximation | Optimal feedback control | MATHEMATICS, APPLIED | polynomial approximation | high-dimensional approximation | STABILIZATION | optimal feedback control | Hamilton-Jacobi-Bellman equations | nonlinear dynamics

Journal Article

Automatica, ISSN 0005-1098, 01/2019, Volume 99, pp. 181 - 187

In this paper, for a given (time-dependent) Schrödinger equation in quantum mechanics, an interpretation of it is investigated from the perspective of...

Nelson stochastic mechanics | Hamilton–Jacobi–Bellman equation | Stochastic control | Dynamic programming | Schrödinger equation | DERIVATION | Schrodinger equation | Hamilton-Jacobi-Bellman equation | QUANTIZATION | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Quantum theory

Nelson stochastic mechanics | Hamilton–Jacobi–Bellman equation | Stochastic control | Dynamic programming | Schrödinger equation | DERIVATION | Schrodinger equation | Hamilton-Jacobi-Bellman equation | QUANTIZATION | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Quantum theory

Journal Article

Neural Networks, ISSN 0893-6080, 11/2015, Volume 71, pp. 150 - 158

The constrained optimal control problem depends on the solution of the complicated Hamilton–Jacobi–Bellman equation (HJBE). In this paper, a data-based...

Constrained optimal control | Data-based | Hamilton–Jacobi–Bellman equation | The method of weighted residuals | Off-policy reinforcement learning | Hamilton-Jacobi-Bellman equation | DESIGN | POLICY ITERATION | ADAPTIVE OPTIMAL-CONTROL | STABILIZATION | TIME NONLINEAR-SYSTEMS | DYNAMIC-PROGRAMMING ALGORITHM | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Models, Theoretical | Algorithms | Computer Simulation | Problem Solving | Reinforcement (Psychology) | Nonlinear Dynamics | Machine Learning | Neural Networks (Computer) | Electrical engineering | Neural networks | Convergence (Social sciences)

Constrained optimal control | Data-based | Hamilton–Jacobi–Bellman equation | The method of weighted residuals | Off-policy reinforcement learning | Hamilton-Jacobi-Bellman equation | DESIGN | POLICY ITERATION | ADAPTIVE OPTIMAL-CONTROL | STABILIZATION | TIME NONLINEAR-SYSTEMS | DYNAMIC-PROGRAMMING ALGORITHM | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Models, Theoretical | Algorithms | Computer Simulation | Problem Solving | Reinforcement (Psychology) | Nonlinear Dynamics | Machine Learning | Neural Networks (Computer) | Electrical engineering | Neural networks | Convergence (Social sciences)

Journal Article

SIAM Journal on Numerical Analysis, ISSN 0036-1429, 2017, Volume 55, Issue 2, pp. 691 - 712

This paper is concerned with developing and analyzing convergent semi-Lagrangian methods for the fully nonlinear elliptic Monge-Ampere equation on general...

Howard's algorithm | Hamilton-Jacobi-Bellman equation | Viscosity solution | Monge-Ampfiere equation | Semi-Lagrangian method | Wde stencil | Monotone scheme | Convergence | NUMERICAL-METHODS | JACOBI-BELLMAN EQUATIONS | VISCOSITY SOLUTIONS | MATHEMATICS, APPLIED | Monge-Ampere equation | APPROXIMATION | convergence | FINITE-ELEMENT METHODS | SCHEME | viscosity solution | semi-Lagrangian method | PARTIAL-DIFFERENTIAL-EQUATIONS | wide stencil | monotone scheme

Howard's algorithm | Hamilton-Jacobi-Bellman equation | Viscosity solution | Monge-Ampfiere equation | Semi-Lagrangian method | Wde stencil | Monotone scheme | Convergence | NUMERICAL-METHODS | JACOBI-BELLMAN EQUATIONS | VISCOSITY SOLUTIONS | MATHEMATICS, APPLIED | Monge-Ampere equation | APPROXIMATION | convergence | FINITE-ELEMENT METHODS | SCHEME | viscosity solution | semi-Lagrangian method | PARTIAL-DIFFERENTIAL-EQUATIONS | wide stencil | monotone scheme

Journal Article

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An integral equation approach for optimal investment policies with partial reversibility

Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena, ISSN 0960-0779, 08/2019, Volume 125, pp. 73 - 78

•We deal with an irreversible investment with partially reversibility.•Mellin transforms are used to derive the integral equation for the optimal...

Hamilton–Jacobi–Bellman equation | Integral equation | Irreversible investment | Mellin transform

Hamilton–Jacobi–Bellman equation | Integral equation | Irreversible investment | Mellin transform

Journal Article

Automatica, ISSN 0005-1098, 04/2016, Volume 66, pp. 205 - 217

We study simple quadratic approximations for general Hamilton–Jacobi–Bellman equations. The theoretical error bounds are shown to be composed of the time...

Stochastic control | Quadratic approximations | Error analysis | Partial differential equations | Hamilton–Jacobi–Bellman equations | Hamilton-Jacobi-Bellman equations | AUTOMATION & CONTROL SYSTEMS | SCHEMES | ENGINEERING, ELECTRICAL & ELECTRONIC | Quadratic equations | Errors | Approximation | Discretization | Mathematical analysis | Boundaries | Hamiltonian functions

Stochastic control | Quadratic approximations | Error analysis | Partial differential equations | Hamilton–Jacobi–Bellman equations | Hamilton-Jacobi-Bellman equations | AUTOMATION & CONTROL SYSTEMS | SCHEMES | ENGINEERING, ELECTRICAL & ELECTRONIC | Quadratic equations | Errors | Approximation | Discretization | Mathematical analysis | Boundaries | Hamiltonian functions

Journal Article

Journal of Vibration and Control, ISSN 1077-5463, 5/2018, Volume 24, Issue 9, pp. 1741 - 1756

The performance index of both the state and control variables with a constrained dynamic optimization problem of a fractional order system with fixed final...

Hamilton–Jacobi–Bellman equation | Legendre–Gauss collocation | linear quadratic regulator system | Fractional optimal control problem | Riemann–Liouville fractional derivative | DIFFERENTIAL-EQUATIONS | EVOLUTION-EQUATIONS | FORMULATION | HOMOTOPY ANALYSIS METHOD | ENGINEERING, MECHANICAL | NUMERICAL SCHEME | CAPUTO | ACOUSTICS | ORDER | MECHANICS | Hamilton-Jacobi-Bellman equation | COLLOCATION METHOD | Riemann-Liouville fractional derivative | SYSTEMS | Legendre-Gauss collocation | Performance indices | Collocation methods | Optimal control | Optimization

Hamilton–Jacobi–Bellman equation | Legendre–Gauss collocation | linear quadratic regulator system | Fractional optimal control problem | Riemann–Liouville fractional derivative | DIFFERENTIAL-EQUATIONS | EVOLUTION-EQUATIONS | FORMULATION | HOMOTOPY ANALYSIS METHOD | ENGINEERING, MECHANICAL | NUMERICAL SCHEME | CAPUTO | ACOUSTICS | ORDER | MECHANICS | Hamilton-Jacobi-Bellman equation | COLLOCATION METHOD | Riemann-Liouville fractional derivative | SYSTEMS | Legendre-Gauss collocation | Performance indices | Collocation methods | Optimal control | Optimization

Journal Article

Journal of Scientific Computing, ISSN 0885-7474, 1/2018, Volume 74, Issue 1, pp. 145 - 174

We analyse a class of nonoverlapping domain decomposition preconditioners for nonsymmetric linear systems arising from discontinuous Galerkin finite element...

Discontinuous Galerkin | Computational Mathematics and Numerical Analysis | Theoretical, Mathematical and Computational Physics | Mathematics | Finite element methods | Hamilton–Jacobi–Bellman equations | 35J66 | Approximation in discontinuous spaces | Algorithms | 65F10 | GMRES | Mathematical and Computational Engineering | Preconditioners | Domain decomposition | 65N22 | 65N55 | 65N30 | MATHEMATICS, APPLIED | ALGORITHM | ADDITIVE SCHWARZ METHODS | Hamilton-Jacobi-Bellman equations | FINITE-ELEMENT APPROXIMATION | Analysis | Differential equations | Mathematics - Numerical Analysis | Numerical Analysis

Discontinuous Galerkin | Computational Mathematics and Numerical Analysis | Theoretical, Mathematical and Computational Physics | Mathematics | Finite element methods | Hamilton–Jacobi–Bellman equations | 35J66 | Approximation in discontinuous spaces | Algorithms | 65F10 | GMRES | Mathematical and Computational Engineering | Preconditioners | Domain decomposition | 65N22 | 65N55 | 65N30 | MATHEMATICS, APPLIED | ALGORITHM | ADDITIVE SCHWARZ METHODS | Hamilton-Jacobi-Bellman equations | FINITE-ELEMENT APPROXIMATION | Analysis | Differential equations | Mathematics - Numerical Analysis | Numerical Analysis

Journal Article

Automation and Remote Control, ISSN 0005-1179, 8/2017, Volume 78, Issue 8, pp. 1430 - 1437

In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time...

Hamilton–Jacobi–Bellman equation | Calculus of Variations and Optimal Control; Optimization | Systems Theory, Control | Control, Robotics, Mechatronics | Computer-Aided Engineering (CAD, CAE) and Design | non-degenerate diffusion | non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation | Mathematics | ergodic control | Mechanical Engineering | 1-dimensional diffusion process | INSTRUMENTS & INSTRUMENTATION | Hamilton-Jacobi-Bellman equation | AUTOMATION & CONTROL SYSTEMS | non-uniqueness of solutions to Hamilton-Jacobi-Bellman equation

Hamilton–Jacobi–Bellman equation | Calculus of Variations and Optimal Control; Optimization | Systems Theory, Control | Control, Robotics, Mechatronics | Computer-Aided Engineering (CAD, CAE) and Design | non-degenerate diffusion | non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation | Mathematics | ergodic control | Mechanical Engineering | 1-dimensional diffusion process | INSTRUMENTS & INSTRUMENTATION | Hamilton-Jacobi-Bellman equation | AUTOMATION & CONTROL SYSTEMS | non-uniqueness of solutions to Hamilton-Jacobi-Bellman equation

Journal Article

SIAM Journal on Numerical Analysis, ISSN 0036-1429, 1/2013, Volume 51, Issue 1, pp. 137 - 162

We study the convergence of monotone P1 finite element methods on unstructured meshes for fully nonlinear Hamilton-Jacobi-Bellman equations arising from...

Viscosity | Finite element method | Mathematical problems | Approximation | Mathematical monotonicity | Optimal control | Numerical methods | Mathematical functions | Numerical schemes | Partial differential equations | Finite element methods | Hamilton-Jacobi- Bellman equations | Viscosity solutions | MATHEMATICS, APPLIED | GRIDS | PARABOLIC EQUATIONS | APPROXIMATION | TIME | finite element methods | PARTIAL-DIFFERENTIAL EQUATIONS | COEFFICIENTS | Hamilton-Jacobi-Bellman equations | DIFFUSION | partial differential equations | viscosity solutions | DISCRETE MAXIMUM PRINCIPLE | SCHEMES | Operators | Discretization | Mathematical analysis | Consistency | Projection | Diffusion | Convergence

Viscosity | Finite element method | Mathematical problems | Approximation | Mathematical monotonicity | Optimal control | Numerical methods | Mathematical functions | Numerical schemes | Partial differential equations | Finite element methods | Hamilton-Jacobi- Bellman equations | Viscosity solutions | MATHEMATICS, APPLIED | GRIDS | PARABOLIC EQUATIONS | APPROXIMATION | TIME | finite element methods | PARTIAL-DIFFERENTIAL EQUATIONS | COEFFICIENTS | Hamilton-Jacobi-Bellman equations | DIFFUSION | partial differential equations | viscosity solutions | DISCRETE MAXIMUM PRINCIPLE | SCHEMES | Operators | Discretization | Mathematical analysis | Consistency | Projection | Diffusion | Convergence

Journal Article

SIAM Journal on Numerical Analysis, ISSN 0036-1429, 1/2014, Volume 52, Issue 2, pp. 993 - 1016

We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-order elliptic Hamilton–Jacobi–Bellman equations with Cordes...

Ellipticity | Approximation | Mathematical discontinuity | Mathematical monotonicity | Fens | Polynomials | Coefficients | Newtons method | Stencils | Degrees of polynomials | Semismooth Newton methods | Fully nonlinear equations | Hamilton-Jacobi-Bellman equations | Cordes condition | Hp-version discontinuous Galerkin finite element methods | VISCOSITY SOLUTIONS | MATHEMATICS, APPLIED | PARABOLIC EQUATIONS | fully nonlinear equations | semismooth Newton methods | CONVERGENT DIFFERENCE-SCHEMES | ELLIPTIC-EQUATIONS | hp-version discontinuous Galerkin finite element methods | Finite element method | Rope | Mathematical analysis | Nonlinearity | Mathematical models | Computational efficiency | Galerkin methods

Ellipticity | Approximation | Mathematical discontinuity | Mathematical monotonicity | Fens | Polynomials | Coefficients | Newtons method | Stencils | Degrees of polynomials | Semismooth Newton methods | Fully nonlinear equations | Hamilton-Jacobi-Bellman equations | Cordes condition | Hp-version discontinuous Galerkin finite element methods | VISCOSITY SOLUTIONS | MATHEMATICS, APPLIED | PARABOLIC EQUATIONS | fully nonlinear equations | semismooth Newton methods | CONVERGENT DIFFERENCE-SCHEMES | ELLIPTIC-EQUATIONS | hp-version discontinuous Galerkin finite element methods | Finite element method | Rope | Mathematical analysis | Nonlinearity | Mathematical models | Computational efficiency | Galerkin methods

Journal Article

SIAM JOURNAL ON NUMERICAL ANALYSIS, ISSN 0036-1429, 2019, Volume 57, Issue 2, pp. 592 - 614

A mixed finite element approximation of H-2 solutions to the fully nonlinear Hamilton-Jacobi-Bellman equation, with coefficients that satisfy the Cordes...

MATHEMATICS, APPLIED | fully nonlinear PDE | PARABOLIC EQUATIONS | mixed finite element methods | Cordes condition | NONDIVERGENCE FORM | NUMERICAL-ANALYSIS | nondivergence form PDE | Hamilton-Jacobi-Bellman equation | PARTIAL-DIFFERENTIAL-EQUATIONS | adaptive algorithm | CONVERGENCE | ELLIPTIC-EQUATIONS | a posteriori error analysis | SCHEMES

MATHEMATICS, APPLIED | fully nonlinear PDE | PARABOLIC EQUATIONS | mixed finite element methods | Cordes condition | NONDIVERGENCE FORM | NUMERICAL-ANALYSIS | nondivergence form PDE | Hamilton-Jacobi-Bellman equation | PARTIAL-DIFFERENTIAL-EQUATIONS | adaptive algorithm | CONVERGENCE | ELLIPTIC-EQUATIONS | a posteriori error analysis | SCHEMES

Journal Article

Automatica, ISSN 0005-1098, 12/2014, Volume 50, Issue 12, pp. 3281 - 3290

This paper addresses the model-free nonlinear optimal control problem based on data by introducing the reinforcement learning (RL) technique. It is known that...

Hamilton–Jacobi–Bellman equation | Neural network | Off-policy | Data-based approximate policy iteration | Nonlinear optimal control | Reinforcement learning | Hamilton-Jacobi-Bellman equation | LINEAR-SYSTEMS | ADAPTIVE OPTIMAL-CONTROL | STABILIZATION | ENGINEERING, ELECTRICAL & ELECTRONIC | REINFORCEMENT | EQUATION | AUTOMATION & CONTROL SYSTEMS | Neural networks | Analysis | Algorithms | Policies | Approximation | Mathematical analysis | Optimal control | Nonlinearity | API | Mathematical models | Iterative methods

Hamilton–Jacobi–Bellman equation | Neural network | Off-policy | Data-based approximate policy iteration | Nonlinear optimal control | Reinforcement learning | Hamilton-Jacobi-Bellman equation | LINEAR-SYSTEMS | ADAPTIVE OPTIMAL-CONTROL | STABILIZATION | ENGINEERING, ELECTRICAL & ELECTRONIC | REINFORCEMENT | EQUATION | AUTOMATION & CONTROL SYSTEMS | Neural networks | Analysis | Algorithms | Policies | Approximation | Mathematical analysis | Optimal control | Nonlinearity | API | Mathematical models | Iterative methods

Journal Article

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Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation

Insurance Mathematics and Economics, ISSN 0167-6687, 2009, Volume 45, Issue 2, pp. 157 - 162

In the whole paper, the claim process is assumed to follow a Brownian motion with drift and the insurer is allowed to invest in a risk-free asset and a risky...

Hamilton–Jacobi–Bellman equation | Optimal strategy | Proportional reinsurance | Hamilton-Jacobi-Bellman equation | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | INSURANCE | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Proportional reinsurance Hamilton-Jacobi-Bellman equation Optimal strategy | Computer science

Hamilton–Jacobi–Bellman equation | Optimal strategy | Proportional reinsurance | Hamilton-Jacobi-Bellman equation | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | INSURANCE | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Proportional reinsurance Hamilton-Jacobi-Bellman equation Optimal strategy | Computer science

Journal Article

Journal of Scientific Computing, ISSN 0885-7474, 9/2018, Volume 76, Issue 3, pp. 1839 - 1867

In this paper, we propose a monotone mixed finite difference scheme for solving the two-dimensional Monge–Ampère equation. In order to accomplish this, we...

Mixed schemes | Computational Mathematics and Numerical Analysis | Monotone schemes | Algorithms | Monge–Ampère equations | Theoretical, Mathematical and Computational Physics | Mathematical and Computational Engineering | Mathematics | Nonlinear elliptic partial differential equations | Hamilton–Jacobi–Bellman equations | Viscosity solutions | Finite difference methods | Analysis | Differential equations

Mixed schemes | Computational Mathematics and Numerical Analysis | Monotone schemes | Algorithms | Monge–Ampère equations | Theoretical, Mathematical and Computational Physics | Mathematical and Computational Engineering | Mathematics | Nonlinear elliptic partial differential equations | Hamilton–Jacobi–Bellman equations | Viscosity solutions | Finite difference methods | Analysis | Differential equations

Journal Article

19.
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Taylor expansions of the value function associated with a bilinear optimal control problem

Annales de l'Institut Henri Poincaré / Analyse non linéaire, ISSN 0294-1449, 08/2019, Volume 36, Issue 5, pp. 1361 - 1399

A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value...

Hamilton–Jacobi–Bellman equation | Value function | Bilinear control systems | Generalized Lyapunov equations | Fokker–Planck equation | Riccati equation | MATHEMATICS, APPLIED | FEEDBACK-CONTROL | Hamilton-Jacobi-Bellman equation | STABILIZATION | SYSTEMS | Fokker-Planck equation | Control systems | Mathematics | Optimization and Control

Hamilton–Jacobi–Bellman equation | Value function | Bilinear control systems | Generalized Lyapunov equations | Fokker–Planck equation | Riccati equation | MATHEMATICS, APPLIED | FEEDBACK-CONTROL | Hamilton-Jacobi-Bellman equation | STABILIZATION | SYSTEMS | Fokker-Planck equation | Control systems | Mathematics | Optimization and Control

Journal Article

Applied Mathematical Modelling, ISSN 0307-904X, 11/2012, Volume 36, Issue 11, pp. 5614 - 5623

In this paper, we give an analytical-approximate solution for the Hamilton–Jacobi–Bellman (HJB) equation arising in optimal control problems using He’s...

Hamilton–Jacobi–Bellman equation | Homotopy perturbation method | Optimal control problems | He’s polynomials | Hamilton-Jacobi-Bellman equation | He's polynomials | VARIATIONAL ITERATION METHOD | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MECHANICS | ENGINEERING, MULTIDISCIPLINARY | DECOMPOSITION METHOD | Approximation | Perturbation methods | Mathematical analysis | Optimal control | Exact solutions | Mathematical models | Models | Modelling

Hamilton–Jacobi–Bellman equation | Homotopy perturbation method | Optimal control problems | He’s polynomials | Hamilton-Jacobi-Bellman equation | He's polynomials | VARIATIONAL ITERATION METHOD | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MECHANICS | ENGINEERING, MULTIDISCIPLINARY | DECOMPOSITION METHOD | Approximation | Perturbation methods | Mathematical analysis | Optimal control | Exact solutions | Mathematical models | Models | Modelling

Journal Article

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