Numerical Approximation of a System of Hamilton-Jacobi-Bellman Equations Arising in Innovation Dynamics.
Lubomír BañasHerbert DawidTsiry Avisoa RandrianasoloJohannes StornXingang WenPublished in: J. Sci. Comput. (2022)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- dynamical systems
- nonlinear systems
- stochastic control
- finite difference
- hamilton jacobi
- numerical methods
- reinforcement learning
- stochastic differential equations
- queueing systems
- mathematical model
- approximate dynamic programming
- closed form
- dynamic model
- differential equations
- neural network
- special case
- fuzzy control
- numerical solution
- queueing networks
- state space
- dynamic programming
- image processing
- machine learning