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Hamilton-Jacobi-Bellman Equation - University of …

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http://liberzon.csl.illinois.edu/teaching/cvoc/node95.html WebNext we try to construct a solution of the HJB equation with the boundary condition . Suppose that , with , satisfies and . Theorem 2. (a) If , the function is a smooth solution to the HJB equation, where,,. The maximum of the left side of HJB equation is attained at (b) If , the function is a smooth solution to the HJB equation, where,.

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WebThis framework also provides a systematic way for solving HJB equations on unstructured point clouds that are sampled from a surface. In Chapter 3, we present a parallelizable …

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