On quadratic approximations for Hamilton–Jacobi–Bellman equations

Name: On quadratic approximations for Hamilton–Jacobi–Bellman equations
Creator: Yumiharu Nakano
Keywords: Hamilton-Jacobi-Bellman equations, 0209 industrial biotechnology, Dynamic programming in optimal control and differential games, Stochastic programming, 02 engineering and technology, 01 natural sciences, quadratic approximations, Stochastic partial differential equations (aspects of stochastic analysis), 13. Climate action, partial differential equations

Yumiharu Nakano

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Article . 2016 . Peer-reviewed

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https://dx.doi.org/10.1016/j.a...

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On quadratic approximations for Hamilton–Jacobi–Bellman equations

On quadratic approximations for Hamilton-Jacobi-Bellman equations

descriptionPublicationkeyboard_double_arrow_right Article 01 Apr 2016 Japan English Publisher:Elsevier BVJournal:Automatica, volume 66, pages 205-217 (issn: 0005-1098,

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Authors: Yumiharu Nakano;

doi: 10.1016/j.automatica.2016.01.001

On quadratic approximations for Hamilton–Jacobi–Bellman equations

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Abstract

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Country

Japan

Related Organizations

Institute of Science Tokyo
Japan

Keywords

Hamilton-Jacobi-Bellman equations, Dynamic programming in optimal control and differential games, Stochastic programming, quadratic approximations, Stochastic partial differential equations (aspects of stochastic analysis), partial differential equations, Optimal stochastic control, stochastic control, error analysis

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