Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
Joint Authors
Source
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-11-19
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases.
At the same time, the Hamilton–Jacobi–Bellman (HJB) equation on time scales is obtained.
Finally, an example is employed to illustrate our main results.
American Psychological Association (APA)
Zhu, Yingjun& Jia, Guangyan. 2020. Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales. Complexity،Vol. 2020, no. 2020, pp.1-11.
https://search.emarefa.net/detail/BIM-1143901
Modern Language Association (MLA)
Zhu, Yingjun& Jia, Guangyan. Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales. Complexity No. 2020 (2020), pp.1-11.
https://search.emarefa.net/detail/BIM-1143901
American Medical Association (AMA)
Zhu, Yingjun& Jia, Guangyan. Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales. Complexity. 2020. Vol. 2020, no. 2020, pp.1-11.
https://search.emarefa.net/detail/BIM-1143901
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1143901
