Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.
Rainer BuckdahnTianyang NiePublished in: SIAM J. Control. Optim. (2016)
Keyphrases
- boundary conditions
- optimal control
- hamilton jacobi bellman
- optimal control problems
- control problems
- stochastic control
- brownian motion
- dynamic programming
- control strategy
- shape from shading
- sufficient conditions
- infinite horizon
- linear quadratic
- control law
- differential equations
- mathematical model
- control algorithm