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On the convexity of the value function in Bayesian optimal control problems

✍ Scribed by Yaw Nyarko

Publisher
Springer
Year
1994
Tongue
English
Weight
397 KB
Volume
4
Category
Article
ISSN
0938-2259

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πŸ“œ SIMILAR VOLUMES

The value functions of singularly pertur
The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method
✍ N.N. Subbotina πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 247 KB

The Dirichlet problems for singularly perturbed Hamilton-Jacobi-Bellman equations are considered. Some impulse variables in the Hamiltonians have coefficients with a small parameter of singularity Ξ΅ in denominators. The research appeals to the theory of minimax solutions to HJEs. Namely, for any Ξ΅