نتایج جستجو برای: hjb partial differential equation

تعداد نتایج: 677203  

Journal: :computational methods for differential equations 0
md. nur alam assistant professor, department of mathematics, pabna university of science ,technology, pabna-6600, bangladesh md. mashiar rahman department of mathematics, begum rokeya university md. rafiqul islam islam assistant professor, department of mathematics, pabna university of science ,technology, pabna-6600, bangladesh harun-or- roshid assistant professor, department of mathematics, pabna university of science ,technology, pabna-6600, bangladesh

in recent years, numerous approaches have been utilized for finding the exact solutions to nonlinear partial differential equations. one such method is known as the new extended (g'/g)-expansion method and was proposed by roshid et al. in this paper, we apply this method and achieve exact solutions to nonlinear partial differential equations (nlpdes), namely the benjamin-ono equation. it i...

2009
Salvatore Federico Ben Goldys Fausto Gozzi

This paper, which is the natural continuation of [21], studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to build. In [21] the problem is embedded in a suitable Hilbert space H and the regularity of the associated ...

Journal: :CoRR 2016
Frank J. Jiang Glen Chou Mo Chen Claire J. Tomlin

To sidestep the curse of dimensionality when computing solutions to Hamilton-Jacobi-Bellman partial differential equations (HJB PDE), we propose an algorithm that leverages a neural network to approximate the value function. We show that our final approximation of the value function generates near optimal controls which are guaranteed to successfully drive the system to a target state. Our fram...

2010
N. Kumaresan Kuru Ratnavelu

In this paper, optimal control for linear partial differential algebraic equations (PDAE) with quadratic performance is obtained using Simulink. By using the method of lines, the PDAE is transformed into a differential algebraic equations (DAE). Hence, the optimal control of PDAE can be found out by finding the optimal control of the corresponding DAE. The goal is to provide optimal control wit...

Journal: :SIAM J. Control and Optimization 2012
Ari Arapostathis Vivek S. Borkar

Abstract. The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton–Jacobi– Bellman (HJB) equation. A nonlinear parabolic evolution equation is then proposed as a continuous time continuous state space analog of White’s ‘relative value iteration’ ...

Journal: :Proceedings of the National Academy of Sciences of Belarus. Physics and Mathematics Series 2018

Journal: :Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 2014

Journal: :Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 2014

Journal: :Journal of Mathematical Analysis and Applications 1981

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