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… (More)
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Papers overview

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2018
2018
  • MARIKO ARISAWA
  • 2018
The problem of the convergence of the terms ~ u(x, T) in the Hamilton-Jacobi-Bellman equations (HJBs) as A tends to +0, T goes to… (More)
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2016
2016
This paper presents a technique to efficiently solve the Hamilton-Jacobi-Bellman (HJB) equation for a class of stochastic affine… (More)
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2012
2012
There is an increasing number of applications whose trajectories are better modeled by discontinuous or impulsive trajectories… (More)
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2009
2009
We prove under appropriate hypotheses that the Hamilton-JacobiBellman dynamic programming equation with uniformly elliptic… (More)
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2007
2007
This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman… (More)
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2007
2007
This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman… (More)
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2006
2006
We suggest a method for solving control problems by using linear stochastic systems with functionals qua-dratic in the phase… (More)
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2004
2004
Generalizing an idea from deterministic optimal control, we construct a posteriori error estimates for the spatial discretization… (More)
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Highly Cited
2000
Highly Cited
2000
The Hamilton–Jacobi–Bellman (HJB) equation associated with the robust/H∞ filter (as well as the Mortensen filter) is considered… (More)
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Highly Cited
1997
Highly Cited
1997
In this paper we study the convergence of the Galerkin approximation method applied to the generalized Hamilton-Jacobi-Bellman… (More)
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