Singular optimal controls of stochastic recursive systems and Hamilton–Jacobi–Bellman inequality
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Differential Equations"
DOI: 10.1016/j.jde.2018.11.006
Abstract: In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming… read more here.
Keywords: controls stochastic; recursive systems; stochastic recursive; bellman inequality ... See more keywords
Synchronization in a multilevel network using the Hamilton-Jacobi-Bellman (HJB) technique.
Sign Up to like & getrecommendations! Published in 2022 at "Chaos"
DOI: 10.1063/5.0088880
Abstract: This paper presents the optimal control and synchronization problem of a multilevel network of Rössler chaotic oscillators. Using the Hamilton-Jacobi-Bellman technique, the optimal control law with a three-state variable feedback is designed such that the… read more here.
Keywords: network; hamilton jacobi; using hamilton; multilevel network ... See more keywords
Delay optimal control and viscosity solutions to associated Hamilton–Jacobi–Bellman equations
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Control"
DOI: 10.1080/00207179.2018.1436769
Abstract: ABSTRACT In this article, optimal control problems of differential equations with delays are investigated for which the associated Hamilton–Jacobi–Bellman (HJB) equations are nonlinear partial differential equations with delays. This type of HJB equation has not… read more here.
Keywords: hamilton jacobi; control; jacobi bellman; associated hamilton ... See more keywords
Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2020.2999650
Abstract: In this letter, we study the numerical solutions of a class of elliptic type of Hamilton-Jacobi-Bellman (HJB) equations, which arise from stochastic control and multiplayer stochastic game problems with random terminal time. Two closely related… read more here.
Keywords: bellman equations; jacobi bellman; hamilton jacobi;
Entropic Dynamics in Neural Networks, the Renormalization Group and the Hamilton-Jacobi-Bellman Equation
Sign Up to like & getrecommendations! Published in 2020 at "Entropy"
DOI: 10.3390/e22050587
Abstract: We study the dynamics of information processing in the continuum depth limit of deep feed-forward Neural Networks (NN) and find that it can be described in language similar to the Renormalization Group (RG). The association… read more here.
Keywords: renormalization group; neural networks; jacobi bellman; entropic dynamics ... See more keywords