Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales (Q2225189)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales |
scientific article |
Statements
Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales (English)
0 references
5 February 2021
0 references
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.
0 references
Bellman optimality principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
