A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

Applied Mathematics & Optimization ◽

10.1007/s00245-014-9270-4 ◽

2014 ◽

Vol 72 (1) ◽

pp. 1-36 ◽

Author(s):

Davide Addona

Keyword(s):

Optimal Control ◽

Cauchy Problem ◽

Unbounded Coefficients ◽

Hamilton Jacobi Bellman

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On Approximation of Solutions to one Class of the Optimal Control Problems for Parabolic Equation with Unbounded Coefficients

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v46.i9.20 ◽

2014 ◽

Vol 46 (9) ◽

pp. 12-28

Author(s):

Svetlana A. Gorbonos

Keyword(s):

Optimal Control ◽

Parabolic Equation ◽

Optimal Control Problems ◽

Control Problems ◽

Unbounded Coefficients

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Quadratization of Hamilton-Jacobi-Bellman Equation for Near-Optimal Control of Nonlinear Systems

2020 59th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc42340.2020.9303913 ◽

2020 ◽

Author(s):

Arash Amini ◽

Qiyu Sun ◽

Nader Motee

Keyword(s):

Optimal Control ◽

Nonlinear Systems ◽

Bellman Equation ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman

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Optimal control of Cauchy problem for first-order discrete and partial differential inclusions

Journal of Dynamical and Control Systems ◽

10.1007/s10883-009-9073-0 ◽

2009 ◽

Vol 15 (4) ◽

pp. 587-610 ◽

Author(s):

E. N. Mahmudov

Keyword(s):

Optimal Control ◽

Cauchy Problem ◽

Differential Inclusions ◽

Partial Differential ◽

First Order ◽

Partial Differential Inclusions

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Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation

SIAM Journal on Control and Optimization ◽

10.1137/060671917 ◽

2008 ◽

Vol 47 (5) ◽

pp. 2616-2641 ◽

Author(s):

Zhen Wu ◽

Zhiyong Yu

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Bellman Equation ◽

Dynamic Programming Principle ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman

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Design of nonlinear optimal control for chaotic synchronization of coupled stochastic neural networks via Hamilton–Jacobi–Bellman equation

Neural Networks ◽

10.1016/j.neunet.2018.01.003 ◽

2018 ◽

Vol 99 ◽

pp. 166-177 ◽

Author(s):

Ziqian Liu

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Bellman Equation ◽

Nonlinear Optimal Control ◽

Chaotic Synchronization ◽

Stochastic Neural Networks ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman

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A feedback optimal control by Hamilton–Jacobi–Bellman equation

European Journal of Control ◽

10.1016/j.ejcon.2017.05.007 ◽

2017 ◽

Vol 37 ◽

pp. 70-74 ◽

Author(s):

Jinghao Zhu

Keyword(s):

Optimal Control ◽

Bellman Equation ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman ◽

Feedback Optimal Control

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Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations

SIAM Journal on Control and Optimization ◽

10.1137/080730354 ◽

2010 ◽

Vol 48 (7) ◽

pp. 4624-4651 ◽

Author(s):

Marco Fuhrman ◽

Federica Masiero ◽

Gianmario Tessitore

Keyword(s):

Optimal Control ◽

Stochastic Equations ◽

Regular Solutions ◽

Bellman Equations ◽

Hamilton Jacobi Bellman ◽

Equations With Delay

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Small-noise asymptotics of Hamilton–Jacobi–Bellman equations and bifurcations of stochastic optimal control problems

Communications in Nonlinear Science and Numerical Simulation ◽

10.1016/j.cnsns.2014.09.029 ◽

2015 ◽

Vol 22 (1-3) ◽

pp. 38-54 ◽

Author(s):

Dieter Grass ◽

Tatiana Kiseleva ◽

Florian Wagener

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Small Noise ◽

Bellman Equations ◽

Hamilton Jacobi Bellman ◽

Small Noise Asymptotics

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Regularization of the Hamilton-Jacobi-Bellman equation with nonlinearity of the module type in optimal control problems

Journal of Mathematical Sciences ◽

10.1007/s10958-005-0042-1 ◽

2005 ◽

Vol 126 (6) ◽

pp. 1542-1552

Author(s):

A. S. Bratus’ ◽

K. A. Volosov

Keyword(s):

Optimal Control ◽

Bellman Equation ◽

Optimal Control Problems ◽

Control Problems ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman ◽

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Book Review: "Hamilton-Jacobi-Bellman Framework for Optimal Control in Multistage Energy Systems", by S. Sieniutycz

Open Systems & Information Dynamics ◽

10.1023/b:opsy.0000024791.15113.44 ◽

2004 ◽

Vol 11 (01) ◽

pp. 103-104

Author(s):

J. Badur

Keyword(s):

Optimal Control ◽

Energy Systems ◽

Hamilton Jacobi Bellman

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