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.
Results
Showing 1 to 11 of 11 for “"HJB Equation"”.
-
A new method for suboptimal control of a class of nonlinear systems
… solution to the Hamilton-Jacobi-Bellman (HJB) equation."--Abstract, page iii.
-
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, …
-
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 …
-
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 …
-
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 …
-
Essays in financial economics
… the corresponding nonlinear partial differential equations (PDEs) can be recast as a sequence of supervised learning problems. Furthermore, I propose a setting to test and evaluate solution methods. In the context of a Neoclassical Growth Model, given any value function, the productivity function …
-
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 …
-
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 …
-
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 …
-
An Optimisation-Based Approach to FKPP-Type Equations
… 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 …
-
Noncooperative static and dynamic games: addressing shared constraints and phase transitions
… controlled N-dimensional stochastic differential equation model, coupled only through a cost function. The states are interpreted as phase angles for a collection of non-homogeneous oscillators, and in this way the model may be regarded as an extension of the classical coupled oscillator model of …