in this paper, a new analytical method to find a near-optimal high gain controller for the non-minimum phase affine nonlinear systems is introduced. this controller is derived based on the closed form solution of the hamilton-jacobi-bellman (hjb) equation associated with the cheap control problem. this methodology employs an algebraic equation with parametric coefficients for the systems with s...

In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic programming inequalities and HJB inequalities for proximal sub (super) gradients is proven. Using this result we show that the value function is a Dini solution of the HJ...

over the admissible controls U . Both g and κ · u (u ∈ U) may take positive and negative values. This paper studies the corresponding dynamic programming equation (DPE), a second-order degenerate elliptic partial differential equation of HJB-type with a state constraint boundary condition. Under the controllability condition GU = R and the finiteness of H(q) = supu∈U1{−Gu · q− κ · u}, q ∈ R , w...

‎in this paper‎, ‎we present a novel approach for image selective smoothing by the evolution of two paired nonlinear‎ ‎partial differential equations‎. ‎the distribution coefficient in de-noising equation controls the speed of distribution‎, ‎and is‎ ‎determined by the edge-strength function‎. ‎in the previous works‎, ‎the edge-strength function depends on isotropic‎ ‎smoothing of the image‎...

this paper presents a new numerical method for solution of eikonal equation in two dimensions.in contrast to the previously developed methods which try to define the solution surface by its level sets(contour curves), the developed methodology identifies the solution surface by resorting to its characteristics. the suggested procedure is based on the geometric properties of the solution surface...

although there are many methods for image denoising, but partial differential equation (pde) based denoising attracted much attention in the field of medical image processing such as magnetic resonance imaging (mri). the main advantage of pde-based denoising approach is laid in its ability to smooth image in a nonlinear way, which effectively removes the noise, as well as preserving edge throug...

in this paper, the chebyshev spectral collocation method(cscm) for one-dimensional linear hyperbolic telegraph equation is presented. chebyshev spectral collocation method have become very useful in providing highly accurate solutions to partial differential equations. a straightforward implementation of these methods involves the use of spectral differentiation matrices. firstly, we transform ...

We consider an optimal investment and consumption problem for a Black-Scholes financial market with stochastic coefficients driven by a diffusion process. We assume that an agent makes consumption and investment decisions based on CRRA utility functions. The dynamical programming approach leads to an investigation of the Hamilton Jacobi Bellman (HJB) equation which is a highly non linear partia...

In this paper, we consider an investment and consumption problem with stochastic interest rate, in which risk-free interest rate dynamics is driven by the Ho-Lee model,while risky asset price is supposed to follow a geometric Brownian motion and be correlated with interest rate dynamics. Our goal is to seek an optimal investment and consumption strategy to maximize the expected discounted utili...