{"entities":{"Q1398404":{"pageid":1409144,"ns":120,"title":"Item:Q1398404","lastrevid":48141646,"modified":"2026-01-03T18:37:07Z","type":"item","id":"Q1398404","labels":{"en":{"language":"en","value":"A transformation approach for solving the Hamilton-Jacobi-Bellman equation in \\({\\mathcal H}_2\\) deterministic and stochastic optimal control of affine nonlinear systems."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1956148"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$D78D0E10-0E17-41F8-B016-1948F8448875","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"30f05e9404b87b1444cfe4fd2e995ed2b12b5dbc","datavalue":{"value":{"text":"A transformation approach for solving the Hamilton-Jacobi-Bellman equation in \\({\\mathcal H}_2\\) deterministic and stochastic optimal control of affine nonlinear systems.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1398404$5B1E2CD0-784A-4C76-BF74-F8AE635CA3D0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"482abc8eea7ad200b9ad16ca919cf3fcc99dfe68","datavalue":{"value":"1045.93046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$5C1523D2-F2EA-4A6E-8F6F-8B57F867347C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c570dfa5cd5cb7dc4258026aafeddc9b3f7800d9","datavalue":{"value":"10.1016/S0005-1098(03)00080-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$6CDC24A8-F16F-4B8C-8534-2334D3A613B4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b8e6ed3d7877df8bbf6bb76856512ec8ce2e28e9","datavalue":{"value":{"entity-type":"item","numeric-id":453688,"id":"Q453688"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$7BC1AA12-7D2D-4D15-A1ED-F8BCD1B09508","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69a11602bb4f474f716dc259849d1837f4cd9e2e","datavalue":{"value":{"entity-type":"item","numeric-id":161901,"id":"Q161901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$06C7563B-7BE0-435B-BCC9-AA722E9AA492","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bb93fa1c465ad8bc2fa283bb0b87b8516d9e8f76","datavalue":{"value":{"time":"+2003-07-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1398404$54C8E27B-583A-4E3F-9802-6DBAF607CBF5","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"96f4edc4cf8c4c108dafdbc876e88a0409fa9791","datavalue":{"value":"The author studies the controlled stochastic equation  \\[ dX_t= \\{f(t, X_t)+ g(t, X_t)u_t\\}\\,dt+ h(t, X_t)\\,dW_t \\]  (with smooth coefficients \\(f\\), \\(g\\), \\(h\\), a driving Brownian motion \\(W\\) and control process \\(u\\) taking its values in a compact subset of \\(R^k\\)) endowed with a quadratic cost function. He presents a transformation approach for solving the associated Hamilton-Jacobi-Bellman equation. The key idea consists in the reduction of the equation into a set of coupled algebraic-differential inequalities, using a suitable parametrization. If they are solvable, a solution of the Hamilton-Jacobi-Bellman equation can be constructed. The idea has been developed by the author in an earlier paper, and has first been applied in the deterministic counterpart of the above problem, the deterministic \\({\\mathcal H}_2\\) control problem and its associated Hamilton-Jacobi-Bellman equation; an overview about this is given in the first part of the paper.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$AFFAD5B4-36FD-40CC-AEFB-035C88C3F62B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$02E260FF-F6DC-4FA6-96B3-049C32FE1B33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"15c1c1e0a1d69b462ee4ebf3442d37cf266ace92","datavalue":{"value":"49L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$5B992C5B-E15B-46F7-BDEA-2B2568F05725","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ba2842931f306df7115450868bb0fb7d07d2a0c","datavalue":{"value":"93B17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$FA4947F8-4114-45BC-96A2-F93579BCC79D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b9d50fc16a6b95cec3fa658cff51f4e1587dfcfd","datavalue":{"value":"49L25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$01F4D627-F5F0-476B-8F3F-C82178BD4DF7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"027f402326e90769249a94175626af016d3492bd","datavalue":{"value":"1956148","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$903E88B5-6726-4BE6-B7EA-4169608597E7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f4651fae9d12e26bb456e8184d8837c6e4544d5e","datavalue":{"value":"nonlinear systems","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$8FB8A039-C4F3-4AA7-B994-4A6476C091C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d733b22f9d3fd7cc282ad79b132383fe9779ac1","datavalue":{"value":"Hamilton-Jacobi-Bellman equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$191DE9AD-444E-4921-AE18-B5BFE4CB623F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27aaea2001b6d1d61f4f1db7ec43bd3757128329","datavalue":{"value":"Lyapunov equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$189D1B63-89D0-41A3-8FDF-16C5E418154C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5f2c30840bab5f447d57942c8124171b0231eb83","datavalue":{"value":"viscosity solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$DEC721FC-4823-4A65-A3CB-68F6C96D2773","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5fc971672ef73b201290e80f154a4b52820db070","datavalue":{"value":"stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$4AB4D4F4-4FB1-42B5-891E-CD1A2EFD57A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8cc31eb7f4cb813ab6113d54b1db27d7466749c3","datavalue":{"value":"algebraic-differential inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1398404$978DC767-66F7-4FD3-930D-24D5E8E3D97F","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a7701caef6aeab2e833a634fb2c03d5de2a89dc0","datavalue":{"value":{"entity-type":"item","numeric-id":378338,"id":"Q378338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$4E8D1C74-F032-4A1F-A52D-AC427B866A28","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$4F740734-69D3-444B-8FB9-17FAE9F45FBC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f16e5727c05aa67ba844333f03686f4dd8f2cb8","datavalue":{"value":{"entity-type":"item","numeric-id":1400324,"id":"Q1400324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$C5E50753-46C1-4394-93AD-57A11E2FC7AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3c07141e996ace56c631628cb3447f886d09ddf","datavalue":{"value":{"entity-type":"item","numeric-id":4884109,"id":"Q4884109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$1ED6FB89-9C17-43D9-A28E-C6EF2C351170","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e28b4eef711e1d515ebb9645c9f60c303b616367","datavalue":{"value":{"entity-type":"item","numeric-id":5906797,"id":"Q5906797"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$FD8DCAC5-3C36-4874-A80D-E34666F01157","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d1835da607579aa509f1f0b7934ba8e66a339a5","datavalue":{"value":{"entity-type":"item","numeric-id":1388109,"id":"Q1388109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$88A37CBB-2F08-4704-B61D-3ED281BB7D57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c1ffa8c7eb1fa47deeae6703759fbf97241ab88","datavalue":{"value":{"entity-type":"item","numeric-id":4506674,"id":"Q4506674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$D396E4C1-E815-4810-B1DF-20B080063E43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f472c96bc448eb278bfcf302d3f0b1e0d78eba3","datavalue":{"value":{"entity-type":"item","numeric-id":4506802,"id":"Q4506802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$FB0BAFF9-A466-4D89-BE71-A39807A35FE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d50cbe71062cd308a7826656cb05e8fe3968d34c","datavalue":{"value":{"entity-type":"item","numeric-id":4032143,"id":"Q4032143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$73E2E2E1-EF0B-4C3C-A237-55D070D5BEC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"491af19d7cae814e5dd9178d14554c907f3cba87","datavalue":{"value":{"entity-type":"item","numeric-id":1096572,"id":"Q1096572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$E1EEB65B-58B4-4362-8161-A11E8563EDB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d6f1c7909ca49029fc1cf9bcf5c02dae497807ef","datavalue":{"value":{"entity-type":"item","numeric-id":5542360,"id":"Q5542360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$CC115E4D-36F8-4A86-A2A5-31DEA70F8F93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28ed6b69694b884bc21bee6028f9fb4d4b536aaf","datavalue":{"value":{"entity-type":"item","numeric-id":3961832,"id":"Q3961832"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$94710191-5B57-40AA-96CA-1C1F1E22734E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9595f3c76c431cee22c188ff2d6b98b835f7b12f","datavalue":{"value":{"entity-type":"item","numeric-id":5575959,"id":"Q5575959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$8900E98B-2728-495E-A016-67FE7A88AD0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e72ffe94e3e8be6e3529553a54701f5fe9c200bb","datavalue":{"value":{"entity-type":"item","numeric-id":4884774,"id":"Q4884774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$F21326E1-630C-43B9-A444-1AC3BCD39343","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f01f70752024837f3d4352e052c040d61c61a38","datavalue":{"value":{"entity-type":"item","numeric-id":4395826,"id":"Q4395826"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$163E5F40-A5A6-4708-A7E4-B35DA19A2037","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"404dc13936ee21b1e8870b4cb07bedab9bc5ce17","datavalue":{"value":{"entity-type":"item","numeric-id":4265503,"id":"Q4265503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$774435BD-3DD0-4134-8509-6EA37872E420","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f6081d6f3b8da374ab5277aafcd154a43522914e","datavalue":{"value":{"entity-type":"item","numeric-id":4326835,"id":"Q4326835"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$C4D19422-A057-4B2F-A8E5-2C8E5BFCBFCA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"02940c99e475f7f5858f5258dbdf72a495d35fd0","datavalue":{"value":{"entity-type":"item","numeric-id":3994083,"id":"Q3994083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$923BC9B0-A5AF-42CF-A073-E0FD427C2C59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b50722aed851ce52637e416c95ee66031f0aa45","datavalue":{"value":{"entity-type":"item","numeric-id":4255599,"id":"Q4255599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1398404$02FBB686-6976-4E88-9598-B56755DF06C9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7f041fb1db9e050260cc0a39b0f2f5e7bb738314","datavalue":{"value":"https://doi.org/10.1016/s0005-1098(03)00080-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q1398404$D9E069EC-ECFE-4907-8821-9A61883EFD3C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f9d00c44e50db28e673977ee2df4d71b1138b2f8","datavalue":{"value":"W2093459505","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1398404$62DBF0FC-396E-4938-A3B7-A2DFCB02252E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e45eabc4bcb5c03921de0d37ba8f3623b3a9b8ca","datavalue":{"value":{"entity-type":"item","numeric-id":1400324,"id":"Q1400324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"76e8b3c0af8d21a951c572ba08bc1e0dd87ed993","datavalue":{"value":{"amount":"+0.8248803019523621","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1398404$90B715AE-8169-4921-B85F-178A6F3B91BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"67ce5829d2e11bd53d41730d5a2b23b944dc9bf4","datavalue":{"value":{"entity-type":"item","numeric-id":5309800,"id":"Q5309800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b2605a09f0bf675af42d05652323bc9ed21fed25","datavalue":{"value":{"amount":"+0.8127866983413696","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1398404$A1D1237B-8F54-4AE8-A037-5CA65924C4B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4dad5d1fca0109d8429045d271ed0675f04f636e","datavalue":{"value":{"entity-type":"item","numeric-id":3176481,"id":"Q3176481"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ab8ceb20b428eea29bfe56c462fc62a94b1a6600","datavalue":{"value":{"amount":"+0.8115907311439514","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1398404$77BB606A-3CD5-4479-9245-25C489C80C9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ab197ed2cbb28d2d452cabd6f6d522042b0d9287","datavalue":{"value":{"entity-type":"item","numeric-id":1264974,"id":"Q1264974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"150cc7bb8e707c852acb07b551a50378df88b08f","datavalue":{"value":{"amount":"+0.807847797870636","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1398404$792C9E19-AD7F-4A3D-81F2-45D33DC1F274","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f10f57f0b062cc8f5a1cfd3b092262e7680744f6","datavalue":{"value":{"entity-type":"item","numeric-id":5026557,"id":"Q5026557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f143595f65b61ee284e2d699d608040a9cd34e65","datavalue":{"value":{"amount":"+0.8019721508026123","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1398404$3A464A1E-7980-49D8-A9F0-5B1521E61F42","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1398404","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1398404"}}}}}