Approximate solution of the Hamilton-Jacobi-Bellman equation
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Publication:5080103
DOI10.22124/JMM.2021.18386.1579OpenAlexW3186156882MaRDI QIDQ5080103FDOQ5080103
Authors: Orimi Atefeh Gooran, Sohrab Effati, Mohammad Hadi Farahi
Publication date: 31 May 2022
Full work available at URL: https://jmm.guilan.ac.ir/article_4839_8da028ce312fa3bc396e2abe2dbb251e.pdf
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Cited In (9)
- The solution of riccati's equation asthe hessian of bellman's function
- Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
- Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency
- Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach
- Neural networks for first order HJB equations and application to front propagation with obstacle terms
- Proof of the convergence of the successive approximation algorithm for numerically solving the Hamilton-Jacobi-Bellman equation
- A spectral iterative algorithm for solving constrained optimal control problems with nonquadratic functional
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