Hamilton–Jacobi–Bellman Equations and Approximate Dynamic Programming on Time Scales

2008 ◽  
Vol 38 (4) ◽  
pp. 918-923 ◽  
Author(s):  
J. Seiffertt ◽  
S. Sanyal ◽  
D.C. Wunsch
Keyword(s):  
Dynamic Programming ◽  
Time Scales ◽  
Approximate Dynamic Programming ◽  
Bellman Equations ◽  
Hamilton Jacobi Bellman

scholarly journals Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Yingjun Zhu ◽  
Guangyan Jia
Keyword(s):  
Dynamic Programming ◽  
Dynamic System ◽  
Time Scales ◽  
Discrete Time ◽  
Continuous Time ◽  
Stochastic Dynamic ◽  
Optimality Principle ◽  
Bellman Equations ◽  
Special Cases ◽  
Hamilton Jacobi Bellman

Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases. At the same time, the Hamilton–Jacobi–Bellman (HJB) equation on time scales is obtained. Finally, an example is employed to illustrate our main results.

scholarly journals A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations

2012 ◽  
Vol 34 (5) ◽  
pp. A2625-A2649 ◽  
Author(s):  
Simone Cacace ◽  
Emiliano Cristiani ◽  
Maurizio Falcone ◽  
Athena Picarelli
Keyword(s):  
Dynamic Programming ◽  
Bellman Equations ◽  
Hamilton Jacobi Bellman ◽  
Dynamic Programming Scheme

scholarly journals Hamilton–Jacobi–Bellman equations on time scales

2009 ◽  
Vol 49 (9-10) ◽  
pp. 2019-2028 ◽  
Author(s):  
Zaidong Zhan ◽  
Wei Wei ◽  
Honglei Xu
Keyword(s):  
Time Scales ◽  
Bellman Equations ◽  
Hamilton Jacobi Bellman
Sign in / Sign up

Export Citation Format

Share Document