HJB equation for optimal control system with random impulses (Q6194132)

scientific article; zbMATH DE number 7820228

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English	HJB equation for optimal control system with random impulses	scientific article; zbMATH DE number 7820228

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instance of

scholarly article

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title

HJB equation for optimal control system with random impulses (English)

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19 March 2024

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zbMATH Keywords

HJB equation

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random impulse

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viscosity solution

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optimal control

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02331934.2022.2154607

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cites work

Hamilton-Jacobi-Bellman formalism for optimal climate control of greenhouse crop

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Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach

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Optimal investment and reinsurance for an insurer under Markov-modulated financial market

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Optimal dividend and equity issuance problem with proportional and fixed transaction costs

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Optimal portfolio selection when stock prices follow an jump-diffusion process

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Oscillation by impulses for a second-order delay differential equation

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Variational approach to fractional Dirichlet problem with instantaneous and non-instantaneous impulses

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Existence of solutions for a second-order differential equation with non-instantaneous impulses and delay

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A note on stability of impulsive differential equations

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Positive solutions of a nonlinear impulsive equation with periodic boundary conditions

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First- and second-order discontinuous functional differential equations with impulses at fixed moments

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On positive solutions for a nonlinear boundary value problem with impulse

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Uniform asymptotic stability of impulsive delay differential equations

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Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance

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A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

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Stochastic impulse control problem with state and time dependent cost functions

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Stability Analysis of Impulsive Switched Time-Delay Systems With State-Dependent Impulses

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Optimal Impulse Control of Dynamical Systems

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Optimal impulsive control problem with application to human immunodeficiency virus treatment

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The existence of solutions for Sturm-Liouville differential equation with random impulses and boundary value problems

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Existence of solutions for first-order Hamiltonian random impulsive differential equations with Dirichlet boundary conditions

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A study on the mild solution of impulsive fractional evolution equations

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Chaos in integer order and fractional order financial systems and their synchronization

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Q4255599

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Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems

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Optimal control of Lorenz system during different time intervals.

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Design of nonlinear optimal control for chaotic synchronization of coupled stochastic neural networks via Hamilton-Jacobi-Bellman equation

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Identifiers

DOI

10.1080/02331934.2022.2154607

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6194132