Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II

SIAM Journal on Control and Optimization - United States
doi 10.1137/0320007
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Society for Industrial & Applied Mathematics (SIAM)

Related search

Estimates for Multiple Stochastic Integrals and Stochastic Hamilton-Jacobi Equations

Revista Matematica Iberoamericana
Mathematics
2004English

Ergodic Problem for the Hamilton-Jacobi-Bellman Equation. II

Annales de l'Institut Henri Poincare. Annales: Analyse Non Lineaire/Nonlinear Analysis
Applied MathematicsMathematical PhysicsAnalysis
1998English

Hamilton–Jacobi–Bellman Equations With Time-Measurable Data and Infinite Horizon

Nonlinear Differential Equations and Applications
Applied MathematicsAnalysis
2019English

On a Hamilton-Jacobi-Bellman Approach for Coordinated Optimal Aircraft Trajectories Planning

Optimal Control Applications and Methods
ControlSystems EngineeringApplied MathematicsOptimizationSoftware
2017English

Stochastic Homogenization of Hamilon-Jacobi and "Viscous"-Hamilton-Jacobi Equations With Convex Nonlinearities -- Revisited

Communications in Mathematical Sciences
MathematicsApplied Mathematics
2010English

Convergence of a Non-Monotone Scheme for Hamilton–Jacobi–Bellman Equations With Discontinous Initial Data

Numerische Mathematik
Computational MathematicsApplied Mathematics
2009English

Erratum to the Article Hamilton–Jacobi Equations for Optimal Control on Junctions and Networks

ESAIM - Control, Optimisation and Calculus of Variations
ControlComputational MathematicsOptimizationSystems Engineering
2016English

On the Connection Between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Applied Mathematics
2014English

Homogenization of Metric Hamilton–Jacobi Equations

Multiscale Modeling and Simulation
AstronomySimulationComputer Science ApplicationsModelingEcological ModelingChemistryPhysics
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy