This thesis looks at a few different approaches to solving stochas-tic optimal control problems with state constraints. The motivatingproblem is optimal control of an energy buffer in a hybrid vehicle,although applications are abundant in a number of areas.Stochastic optimal control problems can be solved via the so-called Hamilton-Jacobi-Bellman (HJB) equation. State constraintsresult in boundary conditions for the HJB equation causing the valuefunction to go to infinity as the state approaches the boundary, whichmakes it difficult to solve this partial differential equation numerically.Different approaches to avoiding infinite values on the boundaryare investigated. First, we consider a logarithmic transformation ofthe value function. Thi...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
We consider optimal control problems with state constraint, where states X-t given as solutions of c...
In this paper we extend the work presented in our previous papers (2001) where we considered optimal...
This thesis looks at a few different approaches to solving stochas-tic optimal control problems with...
We present a method for finding a stationary solution to the Hamilton-Jacobi-Bellman (HJB) equation ...
We present a method for solving the Hamilton-Jacobi-Bellman(HJB) equation for a stochastic system wi...
For continuous time, state constrained, stochasticcontrol problems a method based on optimization is...
We present a method for solving the Hamilton-Jacobi-Bellman (HJB) equation for a stochastic system w...
For continuous time, state constrained, stochasticcontrol problems a method based on optimization is...
For continuous time, state constrained, stochastic control problems a method based on optimization i...
A method is presented for solving the infinite time Hamilton-Jacobi-Bellman (HJB) equation for certa...
A method is presented for solving the infinite time Hamilton-Jacobi-Bellman (HJB) equation for certa...
For continuous time, state constrained, stochastic control problems a method based on optimization i...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
We consider optimal control problems with state constraint, where states X-t given as solutions of c...
In this paper we extend the work presented in our previous papers (2001) where we considered optimal...
This thesis looks at a few different approaches to solving stochas-tic optimal control problems with...
We present a method for finding a stationary solution to the Hamilton-Jacobi-Bellman (HJB) equation ...
We present a method for solving the Hamilton-Jacobi-Bellman(HJB) equation for a stochastic system wi...
For continuous time, state constrained, stochasticcontrol problems a method based on optimization is...
We present a method for solving the Hamilton-Jacobi-Bellman (HJB) equation for a stochastic system w...
For continuous time, state constrained, stochasticcontrol problems a method based on optimization is...
For continuous time, state constrained, stochastic control problems a method based on optimization i...
A method is presented for solving the infinite time Hamilton-Jacobi-Bellman (HJB) equation for certa...
A method is presented for solving the infinite time Hamilton-Jacobi-Bellman (HJB) equation for certa...
For continuous time, state constrained, stochastic control problems a method based on optimization i...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
This thesis deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochastic control problems i...
We consider optimal control problems with state constraint, where states X-t given as solutions of c...
In this paper we extend the work presented in our previous papers (2001) where we considered optimal...