𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hamilton-Jacobi-Bellman Equation and Feedback Synthesis for Impulsive Control

✍ Scribed by Fraga, S.L.; Pereira, F.L.


Book ID
118178026
Publisher
IEEE
Year
2012
Tongue
English
Weight
240 KB
Volume
57
Category
Article
ISSN
0018-9286

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Hamilton–Jacobi–Bellman Equations for th
✍ Fausto Gozzi; Andrzej Świech 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 285 KB

We study a class of Hamilton Jacobi Bellman (HJB) equations associated to stochastic optimal control of the Duncan Mortensen Zakai equation. The equations are investigated in weighted L 2 spaces. We introduce an appropriate notion of weak (viscosity) solution of such equations and prove that the val