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Stochastic Processes and their Applications, ISSN 0304-4149, 07/2017, Volume 127, Issue 7, pp. 2093 - 2137
...], and also the very helpful notes of Cardialaguet (2013) on Lions’ lectures, the Master Equation has attracted a lot of interest, and various points of view... 
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
...–Jacobi–Bellman (HJB) equation, Lyapunov technique, and inverse optimality, and hence guarantees that the chaotic drive network synchronizes with the chaotic response network influenced by uncertain noise signals... 
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
Applied mathematics & optimization, ISSN 1432-0606, 2016, Volume 77, Issue 3, pp. 599 - 611
...) equation with surprisingly regular Hamiltonian is presented. The Hamiltonian H(t, x, p) is locally Lipschitz continuous with respect to all variables, convex in p and with linear growth with respect to p and x... 
Hamilton–Jacobi–Bellman equation | Nonsmooth analysis | Optimal control theory | Viscosity solution | VISCOSITY SOLUTIONS | CONVEX HAMILTONIANS | MATHEMATICS, APPLIED | Hamilton-Jacobi-Bellman equation | BOLZA PROBLEMS | UNIQUENESS | Mathematical analysis | Cauchy problem | MATHEMATICAL SOLUTIONS | THAILAND | HAMILTONIANS | CAUCHY PROBLEM | CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS
Journal Article
by Hu, MS and Ji, SL and Xue, XL
SIAM journal on control and optimization, ISSN 0363-0129, 2019, Volume 57, Issue 6, pp. 3911 - 3938
...) equation combined with algebra equations. This HJB equation is related to a stochastic optimal control problem for which the state equation is described by a fully coupled forward-backward stochastic differential equation (FBSDE... 
MATHEMATICS, APPLIED | viscosity solution | STOCHASTIC DIFFERENTIAL-EQUATIONS | dynamic programming principle | Hamilton-Jacobi-Bellman equation | GAMES | FORWARD-BACKWARD SDES | FULLY COUPLED FBSDES | fully coupled forward-backward stochastic differential equations | AUTOMATION & CONTROL SYSTEMS
Journal Article
Optimal Control Applications and Methods, ISSN 0143-2087, 03/2018, Volume 39, Issue 2, pp. 835 - 844
Journal Article
Computers and Mathematics with Applications, ISSN 0898-1221, 05/2017, Volume 73, Issue 9, pp. 1932 - 1944
A fast preconditioned policy iteration method is proposed for the Hamilton–Jacobi–Bellman (HJB) equation involving tempered fractional order partial derivatives... 
Unconditional stability | Hamilton–Jacobi–Bellman equation | American options | Preconditioner | Tempered fractional derivative | NUMERICAL-METHODS | MATHEMATICS, APPLIED | Hamilton-Jacobi-Bellman equation | RETURNS | DIFFUSION-MODELS | Valuation | Analysis | Methods
Journal Article
Neurocomputing, ISSN 0925-2312, 10/2017, Volume 260, pp. 432 - 442
In this paper, an adaptive tracking control scheme is designed for a class of continuous-time uncertain nonlinear systems based on the approximate solution of the Hamilton–Jacobi–Bellman (HJB) equation... 
Hamilton-Jacobi-Bellman (HJB) equation | Uncertainties | Neural networks | Adaptive tracking control | Adaptive dynamic programming (ADP) | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Convergence (Social sciences)
Journal Article
Automatica (Oxford), ISSN 0005-1098, 1997, Volume 33, Issue 12, pp. 2159 - 2177
Journal Article
Journal Article