نتایج جستجو برای: Hamilton-Jacobi-Belman equation
تعداد نتایج: 246225 فیلتر نتایج به سال:
first riccati equation with matrix variable coefficients, arising in optimal and robust control approach, is considered. an analytical approximation of the solution of nonlinear differential riccati equation is investigated using the adomian decomposition method. an application in optimal control is presented. the solution in different order of approximations and different methods of approximat...
The design of new optimal nonlinear voltage regulator for power systems is considered. In the proposed approach, the Hamilto-Jacobi-Belman (HJB), a partial differential equation, is solved using Taylor series expansion of its nonlinear terms. The performance of the proposed controller in a single-machine infinite-bus power system is simulated and the advantages of the nonlinear feedback control...
First Riccati equation with matrix variable coefficients, arising in optimal and robust control approach, is considered. An analytical approximation of the solution of nonlinear differential Riccati equation is investigated using the Adomian decomposition method. An application in optimal control is presented. The solution in different order of approximations and different methods of approximat...
We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markovswitching jump-diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic progr...
Hamilton–jacobi Theory for Degenerate Lagrangian Systems with Holonomic and Nonholonomic Constraints
We extend Hamilton–Jacobi theory to Lagrange–Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer to the generalized Hamilton–Jacobi equation as the Dirac–Hamilton–Jacobi equation. For non-degenerate Lagrangian systems with nonholonomic constraints, the th...
We develop a discrete analogue of the Hamilton–Jacobi theory in the framework of the discrete Hamiltonian mechanics. We first reinterpret the discrete Hamilton–Jacobi equation derived by Elnatanov and Schiff in the language of discrete mechanics. The resulting discrete Hamilton– Jacobi equation is discrete only in time, and is shown to recover the Hamilton–Jacobi equation in the continuous-time...
We prove that a directed last passage percolation model with discontinuous macroscopic (non-random) inhomogeneities has a continuum limit that corresponds to solving a Hamilton-Jacobi equation in the viscosity sense. This Hamilton-Jacobi equation is closely related to the conservation law for the hydrodynamic limit of the totally asymmetric simple exclusion process. We also prove convergence of...
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