Pages that link to "Item:Q5920419"
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The following pages link to Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q5920419):
Displaying 50 items.
- Singularly perturbed control systems with noncompact fast variable (Q306241) (← links)
- Existence of value for differential games with incomplete information and signals on initial states and payoffs (Q333859) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Convexity of the cost functional in an optimal control problem for a class of positive switched systems (Q463910) (← links)
- A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines (Q466457) (← links)
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids (Q514434) (← links)
- Minimizing sequences for a family of functional optimal estimation problems (Q613600) (← links)
- Hybrid massively parallel fast sweeping method for static Hamilton-Jacobi equations (Q729573) (← links)
- Discrete time schemes for optimal control problems with monotone controls (Q747188) (← links)
- Evasive path planning under surveillance uncertainty (Q778086) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Fishery management in a regime switching environment: utility theory approach (Q831409) (← links)
- On the existence of stabilising feedback controls for real analytic small-time locally controllable systems (Q887927) (← links)
- The dynamic programming approach to multi-model robust optimization (Q1049071) (← links)
- Optimal stopping in mean field games, an obstacle problem approach (Q1622538) (← links)
- Game-theory-based consensus learning of double-integrator agents in the presence of worst-case adversaries (Q1637360) (← links)
- Research and development cooperatives and market collusion: a global dynamic approach (Q1673904) (← links)
- Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints (Q1690969) (← links)
- Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature (Q1691310) (← links)
- Numerical analysis of Markov-perfect equilibria with multiple stable steady states: a duopoly application with innovative firms (Q1697411) (← links)
- Approachability in Stackelberg stochastic games with vector costs (Q1707454) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon (Q1729838) (← links)
- Fast-marching methods for curvature penalized shortest paths (Q1799534) (← links)
- Ergodic mean field games with Hörmander diffusions (Q1800858) (← links)
- On the continuity of optimal controls and value functions with respect to initial conditions (Q1932752) (← links)
- Single pass computation of first seismic wave travel time in three dimensional heterogeneous media with general anisotropy (Q1983176) (← links)
- A stability property in mean field type differential games (Q1998626) (← links)
- A model for a vector-borne disease with control based on mosquito repellents: a viability analysis (Q1998637) (← links)
- Distributed model predictive control of positive Markov jump systems (Q2005377) (← links)
- Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach (Q2010761) (← links)
- Properly-weighted graph Laplacian for semi-supervised learning (Q2019913) (← links)
- Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations (Q2019982) (← links)
- Modeling illegal logging in Brazil (Q2028696) (← links)
- A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations (Q2037334) (← links)
- Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation (Q2050018) (← links)
- Differential game approach to pricing and advertising decisions (Q2060353) (← links)
- The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems (Q2103960) (← links)
- Existence of value for a differential game with asymmetric information and signal revealing (Q2121463) (← links)
- Modeling repellent-based interventions for control of vector-borne diseases with constraints on extent and duration (Q2130476) (← links)
- MIM: a deep mixed residual method for solving high-order partial differential equations (Q2133607) (← links)
- Boundary estimation from point clouds: algorithms, guarantees and applications (Q2161815) (← links)
- Investment in cleaner technologies in a transboundary pollution dynamic game: a numerical investigation (Q2172094) (← links)
- Optimal controlled transports with free end times subject to import/export tariffs (Q2185759) (← links)
- Using statistical functionals for effective control of inhomogeneous complex turbulent dynamical systems (Q2215708) (← links)
- Internal habits formation and optimality (Q2222223) (← links)
- Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales (Q2225189) (← links)
- Memory-driven movement model for periodic migrations (Q2225933) (← links)
- On the asymptotic nature of first order mean field games (Q2232794) (← links)
- Viable set computation for hybrid systems (Q2252963) (← links)