On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution.
Hiroaki HataShuenn-Jyi SheuPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- stochastic control
- nonlinear systems
- dynamical systems
- optimal solution
- queueing systems
- approximate dynamic programming
- dynamic programming
- control strategy
- brownian motion
- control law
- fuzzy controller
- numerical methods
- hamilton jacobi
- adaptive control
- closed form
- mathematical model
- objective function