Azizul BATEN

2027

Existence of Linear-Quadratic Regulator for Degenerate Diffusions

This paper studies a linear regulatory quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation. We establish the existence of a unique viscosity and a classical solution of the degenerate HJB equation associated with this problem by the technique of viscosity solutions, and, hence, derive an optimal control from the optimality conditions in the HJB equation.
Anahtar Kelimeler:

Stochastic differential equation, Hamilton-Jacobi-Bellman equation, Linear-Quadratic problem, Viscosity solutions, Applications to control theory

Existence of Linear-Quadratic Regulator for Degenerate Diffusions

This paper studies a linear regulatory quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation. We establish the existence of a unique viscosity and a classical solution of the degenerate HJB equation associated with this problem by the technique of viscosity solutions, and, hence, derive an optimal control from the optimality conditions in the HJB equation.
Keywords:

Stochastic differential equation, Hamilton-Jacobi-Bellman equation, Linear-Quadratic problem, Viscosity solutions, Applications to control theory,

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Turkish Journal of Mathematics-Cover
  • ISSN: 1300-0098
  • Yayın Aralığı: Yılda 6 Sayı
  • Yayıncı: TÜBİTAK
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On Reduced and Semicommutative Modules

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Pullbacks of crossed modules and $Cat^1$-commutative algebras

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The Restriction and the Continuity Properties of Potentials Depending on l-distance

M. Zeki SARIKAYA, Hüseyin YILDIRIM

Existence of Linear-Quadratic Regulator for Degenerate Diffusions

Azizul BATEN

The Radius of Starlikeness p-Valently Analytic Functions in the Unit Disc

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Two-weight Norm Inequalities for Some Anisotropic Sublinear Operators

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Pullbacks of Crossed Modules and Cat1- Commutative Algebras

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A Survey on the Distribution of B-free Numbers

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The restriction and the continuity properties of potentials depending on $lambda$-distance

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Connectedness in Isotonic Spaces

Eissa D. HABIL, Khalid A. ELZENATI