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5. Optimal Control of Piecewise-deterministic Processes

Optimal Control of Piecewise-deterministic Processes

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：yiquanzou

【摘 要】

：

　　The fully deterministic optimal control leads to a first-order nonlinear Hamilton-Jacobi-Bellman(HJB)equation.The standard stochastic optimal control yields

【作 者】

：

Shen Zhengdi Vladimirsky Alexander 

【机 构】

：

Cornell Univ.

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　The fully deterministic optimal control leads to a first-order nonlinear Hamilton-Jacobi-Bellman(HJB)equation.The standard stochastic optimal control yields a second-order semilinear HJB PDE.

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