Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales (Q2225189)
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scientific article; zbMATH DE number 7306806
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| English | Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales |
scientific article; zbMATH DE number 7306806 |
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Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales (English)
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5 February 2021
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Summary: Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases. At the same time, the Hamilton-Jacobi-Bellman (HJB) equation on time scales is obtained. Finally, an example is employed to illustrate our main results.
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Bellman optimality principle
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0.9153638482093812
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0.7874664664268494
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0.7846455574035645
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0.7838725447654724
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