✦ LIBER ✦

Simplifying numerical analyses of Hamilton–Jacobi–Bellman equations

✍ Scribed by Dirk Bethmann, Markus Reiß

Book ID: 118789292
Publisher: Springer Vienna
Year: 2012
Tongue: English
Weight: 449 KB
Volume: 107
Category: Article
ISSN: 1617-7134
DOI: 10.1007/s00712-012-0270-z

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic homogenization of Hamilton-Ja

Stochastic homogenization of Hamilton-Jacobi-Bellman equations

✍ Elena Kosygina; Fraydoun Rezakhanlou; S. R. S. Varadhan 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 238 KB

Nonlinear potentials for Hamilton-Jacobi

Nonlinear potentials for Hamilton-Jacobi-Bellman equations

✍ G. V. Nosovskij 📂 Article 📅 1993 🏛 Springer Netherlands 🌐 English ⚖ 759 KB

Hamilton–Jacobi–Bellman equations on tim

Hamilton–Jacobi–Bellman equations on time scales

✍ Zaidong Zhan; Wei Wei; Honglei Xu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 561 KB

Verification Theorems for Hamilton--Jaco

Verification Theorems for Hamilton--Jacobi--Bellman Equations

✍ Garavello, Mauro 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 446 KB

Hamilton–Jacobi–Bellman Equation under S

Hamilton–Jacobi–Bellman Equation under States Constraints

✍ Kyung-Eung Kim 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 131 KB

This paper is devoted to the uniqueness of discontinuous solutions to the Ž . Hamilton᎐Jacobi᎐Bellman HJB equation arising in Mayer's problem under state constraints. We use two types of discontinuous solutions, bilateral solution and contingent solution, and show that they coincide with the value f

Weak solutions of the Hamilton-Jacobi-Be

Weak solutions of the Hamilton-Jacobi-Bellman equation

✍ S.A. Belbas 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 372 KB