Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
|
| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/7683082 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1850106807968595968 |
|---|---|
| author | Yingjun Zhu Guangyan Jia |
| author_facet | Yingjun Zhu Guangyan Jia |
| author_sort | Yingjun Zhu |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-4dcfe090be6b43d1982e2fdcc4d733fc |
| institution | OA Journals |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-4dcfe090be6b43d1982e2fdcc4d733fc2025-08-20T02:38:45ZengWileyComplexity1076-27871099-05262020-01-01202010.1155/2020/76830827683082Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time ScalesYingjun Zhu0Guangyan Jia1Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, ChinaZhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, ChinaBellman 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.http://dx.doi.org/10.1155/2020/7683082 |
| spellingShingle | Yingjun Zhu Guangyan Jia Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales Complexity |
| title | Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales |
| title_full | Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales |
| title_fullStr | Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales |
| title_full_unstemmed | Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales |
| title_short | Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales |
| title_sort | dynamic programming and hamilton jacobi bellman equations on time scales |
| url | http://dx.doi.org/10.1155/2020/7683082 |
| work_keys_str_mv | AT yingjunzhu dynamicprogrammingandhamiltonjacobibellmanequationsontimescales AT guangyanjia dynamicprogrammingandhamiltonjacobibellmanequationsontimescales |