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Hamilton–Jacobi–Bellman equation

Known as: Bellman, Hamilton-Jacobi-Bellman equation, HJB equation 
The Hamilton–Jacobi–Bellman (HJB) equation is a partial differential equation which is central to optimal control theory. The solution of the HJB… 
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Papers overview

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2010
2010
In this paper we investigate the Hamilton-Jacobi-Bellman (HJB) approach for solving a complex real-world optimal control problem… 
2007
2007
This paper deals with the problem of maximizing the expected utility of the terminal wealth when the stock price satisfies a… 
2004
2004
Wavelet basis functions allow efficient representation of functions with isolated singularities owing to their nice localization… 
2004
2004
We summarise research reported in (Efroimsky 2002, 2003; Efroimsky & Goldreich 2003a,b) and develop its application to planetary… 
2004
2004
We investigate the problem of optimization of a terminal cost function for a system depending on a control, and on two… 
2001
2001
This paper investigates whether meaningful shape categories can be identified in an unsupervised way by clustering shock-trees… 
2000
2000
A problem of great interest in the control of hybrid systems is the design of least restrictive controllers for reachability… 
1996
1996
The Hamilton–Jacobi formalism of the propagation of an electron‐hole photoexcited plasma in continuously inhomogeneous… 
1991
1991
  • Sunil GuptaJ. Luh
  • 1991
  • Corpus ID: 53766632
A closed-loop state feedback motion-control scheme has been developed for manipulators with redundant joints. The scheme is based… 
1988
1988
This paper is concerned with a certain class of distributed parameter control problems. The value function of these problems is…