We propose a novel numerical method for high dimensional Hamilton--Jacobi--Bellman
(HJB) type elliptic partial differential equations (PDEs). The HJB PDEs, reformulated as …

A solute particle in a water flow behaves as a stochastic process, which is modeled by a
stochastic differential equation. The solute transport equation governing macroscopic …

Abstract A Hamilton–Jacobi–Bellman Quasi-Variational Inequality (HJBQVI) for a river
environmental restoration problem with wise-use of sediment is formulated and its …

In this work, we propose a martingale based neural network, SOC-MartNet, for solving high-
dimensional Hamilton-Jacobi-Bellman (HJB) equations where no explicit expression is …

In this paper we propose a semi-meshless discretization method for the approximation of
viscosity solutions to a first order Hamilton–Jacobi–Bellman (HJB) equation governing a …

THE development of guidance algorithms for orbital rendezvous problems has attracted a
major research interest due to many applications in present and future space missions …

This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-
Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the …

The Hamilton-Jacobi-Bellman (HJB) equation, as a notable approach obtained from
dynamic programming, is widely used in solving optimal control problems that results in a …

We present a novel numerical method for the Hamilton–Jacobi–Bellman equation governing
a class of optimal feedback control problems. The spatial discretization is based on a least …

This paper proposes a novel optimal control design framework for hybrid nonlinear
dynamical systems involving an interacting combination of continuous-time and discrete …