Viscosity solutions to first order path-dependent Hamilton-Jacobi-Bellman equations in Hilbert space.
Jianjun ZhouPublished in: Autom. (2022)
Keyphrases
- hilbert space
- hamilton jacobi bellman
- differential equations
- numerical solution
- finite dimensional
- optimal control
- continuous functions
- infinite dimensional
- control problems
- von neumann
- multivariate time series
- dynamic programming
- nonlinear systems
- reproducing kernel hilbert space
- feature space
- kernel function
- evolutionary algorithm
- convex sets
- reinforcement learning
- optimal solution