Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 17 of 17 for “"HJB"”.
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A new method for suboptimal control of a class of nonlinear systems
… solution to the Hamilton-Jacobi-Bellman (HJB) equation."--Abstract, page iii.
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Optimal control of stochastic partial differential equations in Banach spaces
… part we study Hamilton-Jacobi-Bellman equations (HJB) in Banach spaces associated with optimal feedback control of a class of non-autonomous semilinear stochastic evolution equations driven by additive noise. We prove the existence and uniqueness of mild solutions to HJB equations using the …
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ADVANCES IN MEAN-FIELD OPTIMAL CONTROL VIA DYNAMIC PROGRAMMING EQUATIONS
… detta equazione di Hamilton-Jacobi-Bellman (HJB). Poiché i coefficienti di un'equazione stocastica di McKean-Vlasov dipendono non solo dalle traiettorie della soluzione, ma anche dalla sua legge, l'equazione di HJB associata è definita sullo spazio di Wasserstein delle misure di …
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Event-triggered near optimal adaptive control of interconnected systems
… proposed to solve the Hamilton-Jacobi-Bellman (HJB) equation by using neural networks (NNs) for generating distributed optimal control of nonlinear interconnected systems using state and output feedback. To relax the state vector measurements, distributed observers are introduced.</p><p>Next, …
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Merton Investment Problem for the Hawkes-based Risk Model
… derive the stochastic Hamilton-Jacobi-Bellman (SHJB) equation satisfied by the value function. The stochastic HJB equation yields a means to obtain the optimal control and thus the optimally controlled stochastic differential equation. Finally, using the claim size from the empirical data set, we …
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Optimal control of quantum systems using dynamic programming
… of the associated Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) over the manifolds of interest. This framework is applied to explore optimal control strategies for drift and drift-less quantum systems that arise in various applications - thus demonstrating the efficacy of …
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Optimal control of quantum systems using dynamic programming
… of the associated Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) over the manifolds of interest. This framework is applied to explore optimal control strategies for drift and drift-less quantum systems that arise in various applications - thus demonstrating the efficacy of …
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OPTIMAL CONTROL DESIGN FOR POLYNOMIAL NONLINEAR SYSTEMS USING SUM OF SQUARES TECHNIQUE WITH GUARANTEED LOCAL OPTIMALITY
… can be used to approximate the solution of the HJB equation to find the optimal control. In this research, a computational approach is developed for finding the optimal control for nonlinear systems with polynomial vector fields based on sum of squares technique. In this research, a numerical …
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Approximate dynamic programming solutions with a single network adaptive critic for a class of nonlinear systems
… for solving the Hamilton-Jacobi-Bellman (HJB) equations. As interest in ADP and the AC solutions are escalating with time, there is a dire need to consider possible enabling factors for their implementations. A typical AC structure consists of two interacting NNs which is computationally …
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Finite time suboptimal control design of nonlinear systems with θ-D technique and implementation to aerospace applications
… to intractable Hamilton-Jacobi-Bellman (HJB) equation were acquired by putting vanishing perturbation terms into the performance index. By tuning the parameters in perturbation terms, semi-global stability and sub-optimalilty was guaranteed. By taking the advantages of the perturbation …
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Essays in financial economics
… engineered so that the Hamilton-Jacobi-Bellman (HJB) equation corresponding to the dynamic optimization problem is identically zero. This provides a testing ground for solution methods. Chapter 2 leverages the algorithm developed in chapter 1 to do structural estimation of stochastic dynamic …
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Dynamic Neural Network-based Adaptive Inverse Optimal Control Design
… satisfy the partial Hamilton Jacobi-Bellman (HJB) equation to solve the cost function in order to prove the optimality. In other words, the control design is derived from the CLF and inversely achieves optimality when the given cost function variables are determined posterior. All the …
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Analysis of Lossless-Adjustable One-Ports: Experimental Testing, Modelling and Optimal Control
… the appropriate value function, the stochastic HJB equation for the system can be solved via three algebraic equations, providing the control variable stays in the non-saturated region. Building from this, a candidate law for a clipped-optimal control on an infinite horizon is proposed that can …
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Metrics, fundamental trade-offs and control policies for delay-sensitive applications in volatile environments
… We present the Hamilton-Jacobi-Bellman (HJB) equation for this problem by expanding the state space, and exploit it as a verification method for optimality of the proposed control policy. We use the tools and techniques developed for media streaming applications in the context of power …
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Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control
This study aims to address the problem of attitude control of spacecraft in presence of thrust uncertainty, which leads to stochastic accelerations. Spacecraft equipped with electric propulsion and other low thrust mechanisms, often experience random fluctuations in thrust. These stochastic …
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An Optimisation-Based Approach to FKPP-Type Equations
In this thesis, we study a class of reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{L}u + \phi u - \tfrac{1}{k} u^{k+1}$ where $\mathcal{L}$ is the stochastic generator of a Markov process, $\phi$ is a function of the space variables and $k\in …
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Noncooperative static and dynamic games: addressing shared constraints and phase transitions
Compared to linear systems, nonlinear generalizations may exhibit both non-equilibrium and equilibrium behavior in the long run. The characterization of such behavior is challenging, particularly when overlaid by an optimization or control layer, and is of relevance in a range of applications, …