Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control
Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinit...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Anulova, S. V. [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2017 |
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| Schlagwörter: |
1-dimensional diffusion process Hamilton–Jacobi–Bellman equation non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation |
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| Übergeordnetes Werk: |
Enthalten in: Automation and remote control - Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001, 78(2017), 8 vom: Aug., Seite 1430-1437 |
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| Übergeordnetes Werk: |
volume:78 ; year:2017 ; number:8 ; month:08 ; pages:1430-1437 |
| Links: |
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| DOI / URN: |
10.1134/S0005117917080045 |
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| Katalog-ID: |
SPR01068204X |
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| 245 | 1 | 0 | |a Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control |
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| 520 | |a Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. | ||
| 650 | 4 | |a 1-dimensional diffusion process |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a non-degenerate diffusion |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a ergodic control |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Hamilton–Jacobi–Bellman equation |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation |7 (dpeaa)DE-He213 | |
| 773 | 0 | 8 | |i Enthalten in |t Automation and remote control |d Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001 |g 78(2017), 8 vom: Aug., Seite 1430-1437 |w (DE-627)32633422X |w (DE-600)2041952-1 |x 1608-3032 |7 nnns |
| 773 | 1 | 8 | |g volume:78 |g year:2017 |g number:8 |g month:08 |g pages:1430-1437 |
| 856 | 4 | 0 | |u https://dx.doi.org/10.1134/S0005117917080045 |z lizenzpflichtig |3 Volltext |
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| 912 | |a GBV_ILN_31 | ||
| 912 | |a GBV_ILN_32 | ||
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| 912 | |a GBV_ILN_40 | ||
| 912 | |a GBV_ILN_60 | ||
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| 912 | |a GBV_ILN_69 | ||
| 912 | |a GBV_ILN_70 | ||
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| 912 | |a GBV_ILN_74 | ||
| 912 | |a GBV_ILN_90 | ||
| 912 | |a GBV_ILN_95 | ||
| 912 | |a GBV_ILN_100 | ||
| 912 | |a GBV_ILN_105 | ||
| 912 | |a GBV_ILN_110 | ||
| 912 | |a GBV_ILN_120 | ||
| 912 | |a GBV_ILN_138 | ||
| 912 | |a GBV_ILN_150 | ||
| 912 | |a GBV_ILN_151 | ||
| 912 | |a GBV_ILN_152 | ||
| 912 | |a GBV_ILN_161 | ||
| 912 | |a GBV_ILN_170 | ||
| 912 | |a GBV_ILN_171 | ||
| 912 | |a GBV_ILN_187 | ||
| 912 | |a GBV_ILN_206 | ||
| 912 | |a GBV_ILN_213 | ||
| 912 | |a GBV_ILN_224 | ||
| 912 | |a GBV_ILN_230 | ||
| 912 | |a GBV_ILN_250 | ||
| 912 | |a GBV_ILN_281 | ||
| 912 | |a GBV_ILN_285 | ||
| 912 | |a GBV_ILN_293 | ||
| 912 | |a GBV_ILN_370 | ||
| 912 | |a GBV_ILN_602 | ||
| 912 | |a GBV_ILN_636 | ||
| 912 | |a GBV_ILN_702 | ||
| 912 | |a GBV_ILN_2001 | ||
| 912 | |a GBV_ILN_2003 | ||
| 912 | |a GBV_ILN_2004 | ||
| 912 | |a GBV_ILN_2005 | ||
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| 912 | |a GBV_ILN_2007 | ||
| 912 | |a GBV_ILN_2008 | ||
| 912 | |a GBV_ILN_2009 | ||
| 912 | |a GBV_ILN_2010 | ||
| 912 | |a GBV_ILN_2011 | ||
| 912 | |a GBV_ILN_2014 | ||
| 912 | |a GBV_ILN_2015 | ||
| 912 | |a GBV_ILN_2020 | ||
| 912 | |a GBV_ILN_2021 | ||
| 912 | |a GBV_ILN_2025 | ||
| 912 | |a GBV_ILN_2026 | ||
| 912 | |a GBV_ILN_2027 | ||
| 912 | |a GBV_ILN_2031 | ||
| 912 | |a GBV_ILN_2034 | ||
| 912 | |a GBV_ILN_2037 | ||
| 912 | |a GBV_ILN_2038 | ||
| 912 | |a GBV_ILN_2039 | ||
| 912 | |a GBV_ILN_2044 | ||
| 912 | |a GBV_ILN_2048 | ||
| 912 | |a GBV_ILN_2049 | ||
| 912 | |a GBV_ILN_2050 | ||
| 912 | |a GBV_ILN_2055 | ||
| 912 | |a GBV_ILN_2056 | ||
| 912 | |a GBV_ILN_2057 | ||
| 912 | |a GBV_ILN_2059 | ||
| 912 | |a GBV_ILN_2061 | ||
| 912 | |a GBV_ILN_2064 | ||
| 912 | |a GBV_ILN_2065 | ||
| 912 | |a GBV_ILN_2068 | ||
| 912 | |a GBV_ILN_2070 | ||
| 912 | |a GBV_ILN_2086 | ||
| 912 | |a GBV_ILN_2088 | ||
| 912 | |a GBV_ILN_2093 | ||
| 912 | |a GBV_ILN_2106 | ||
| 912 | |a GBV_ILN_2107 | ||
| 912 | |a GBV_ILN_2108 | ||
| 912 | |a GBV_ILN_2110 | ||
| 912 | |a GBV_ILN_2111 | ||
| 912 | |a GBV_ILN_2112 | ||
| 912 | |a GBV_ILN_2113 | ||
| 912 | |a GBV_ILN_2116 | ||
| 912 | |a GBV_ILN_2118 | ||
| 912 | |a GBV_ILN_2119 | ||
| 912 | |a GBV_ILN_2122 | ||
| 912 | |a GBV_ILN_2129 | ||
| 912 | |a GBV_ILN_2143 | ||
| 912 | |a GBV_ILN_2144 | ||
| 912 | |a GBV_ILN_2147 | ||
| 912 | |a GBV_ILN_2148 | ||
| 912 | |a GBV_ILN_2152 | ||
| 912 | |a GBV_ILN_2153 | ||
| 912 | |a GBV_ILN_2188 | ||
| 912 | |a GBV_ILN_2190 | ||
| 912 | |a GBV_ILN_2232 | ||
| 912 | |a GBV_ILN_2336 | ||
| 912 | |a GBV_ILN_2446 | ||
| 912 | |a GBV_ILN_2470 | ||
| 912 | |a GBV_ILN_2472 | ||
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| 912 | |a GBV_ILN_2548 | ||
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| 912 | |a GBV_ILN_4046 | ||
| 912 | |a GBV_ILN_4112 | ||
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| 912 | |a GBV_ILN_4242 | ||
| 912 | |a GBV_ILN_4246 | ||
| 912 | |a GBV_ILN_4249 | ||
| 912 | |a GBV_ILN_4251 | ||
| 912 | |a GBV_ILN_4305 | ||
| 912 | |a GBV_ILN_4306 | ||
| 912 | |a GBV_ILN_4307 | ||
| 912 | |a GBV_ILN_4313 | ||
| 912 | |a GBV_ILN_4322 | ||
| 912 | |a GBV_ILN_4323 | ||
| 912 | |a GBV_ILN_4324 | ||
| 912 | |a GBV_ILN_4325 | ||
| 912 | |a GBV_ILN_4326 | ||
| 912 | |a GBV_ILN_4333 | ||
| 912 | |a GBV_ILN_4334 | ||
| 912 | |a GBV_ILN_4335 | ||
| 912 | |a GBV_ILN_4336 | ||
| 912 | |a GBV_ILN_4338 | ||
| 912 | |a GBV_ILN_4393 | ||
| 912 | |a GBV_ILN_4700 | ||
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10.1134/S0005117917080045 doi (DE-627)SPR01068204X (SPR)S0005117917080045-e DE-627 ger DE-627 rakwb eng 000 620 ASE 50.20 bkl Anulova, S. V. verfasserin aut Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. 1-dimensional diffusion process (dpeaa)DE-He213 non-degenerate diffusion (dpeaa)DE-He213 ergodic control (dpeaa)DE-He213 Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 Enthalten in Automation and remote control Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001 78(2017), 8 vom: Aug., Seite 1430-1437 (DE-627)32633422X (DE-600)2041952-1 1608-3032 nnns volume:78 year:2017 number:8 month:08 pages:1430-1437 https://dx.doi.org/10.1134/S0005117917080045 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 50.20 ASE AR 78 2017 8 08 1430-1437 |
| spelling |
10.1134/S0005117917080045 doi (DE-627)SPR01068204X (SPR)S0005117917080045-e DE-627 ger DE-627 rakwb eng 000 620 ASE 50.20 bkl Anulova, S. V. verfasserin aut Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. 1-dimensional diffusion process (dpeaa)DE-He213 non-degenerate diffusion (dpeaa)DE-He213 ergodic control (dpeaa)DE-He213 Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 Enthalten in Automation and remote control Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001 78(2017), 8 vom: Aug., Seite 1430-1437 (DE-627)32633422X (DE-600)2041952-1 1608-3032 nnns volume:78 year:2017 number:8 month:08 pages:1430-1437 https://dx.doi.org/10.1134/S0005117917080045 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 50.20 ASE AR 78 2017 8 08 1430-1437 |
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10.1134/S0005117917080045 doi (DE-627)SPR01068204X (SPR)S0005117917080045-e DE-627 ger DE-627 rakwb eng 000 620 ASE 50.20 bkl Anulova, S. V. verfasserin aut Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. 1-dimensional diffusion process (dpeaa)DE-He213 non-degenerate diffusion (dpeaa)DE-He213 ergodic control (dpeaa)DE-He213 Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 Enthalten in Automation and remote control Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001 78(2017), 8 vom: Aug., Seite 1430-1437 (DE-627)32633422X (DE-600)2041952-1 1608-3032 nnns volume:78 year:2017 number:8 month:08 pages:1430-1437 https://dx.doi.org/10.1134/S0005117917080045 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 50.20 ASE AR 78 2017 8 08 1430-1437 |
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10.1134/S0005117917080045 doi (DE-627)SPR01068204X (SPR)S0005117917080045-e DE-627 ger DE-627 rakwb eng 000 620 ASE 50.20 bkl Anulova, S. V. verfasserin aut Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. 1-dimensional diffusion process (dpeaa)DE-He213 non-degenerate diffusion (dpeaa)DE-He213 ergodic control (dpeaa)DE-He213 Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 Enthalten in Automation and remote control Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001 78(2017), 8 vom: Aug., Seite 1430-1437 (DE-627)32633422X (DE-600)2041952-1 1608-3032 nnns volume:78 year:2017 number:8 month:08 pages:1430-1437 https://dx.doi.org/10.1134/S0005117917080045 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 50.20 ASE AR 78 2017 8 08 1430-1437 |
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10.1134/S0005117917080045 doi (DE-627)SPR01068204X (SPR)S0005117917080045-e DE-627 ger DE-627 rakwb eng 000 620 ASE 50.20 bkl Anulova, S. V. verfasserin aut Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. 1-dimensional diffusion process (dpeaa)DE-He213 non-degenerate diffusion (dpeaa)DE-He213 ergodic control (dpeaa)DE-He213 Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 Enthalten in Automation and remote control Dordrecht [u.a.] : Springer Science + Business Media B.V, 2001 78(2017), 8 vom: Aug., Seite 1430-1437 (DE-627)32633422X (DE-600)2041952-1 1608-3032 nnns volume:78 year:2017 number:8 month:08 pages:1430-1437 https://dx.doi.org/10.1134/S0005117917080045 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 50.20 ASE AR 78 2017 8 08 1430-1437 |
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| author |
Anulova, S. V. |
| spellingShingle |
Anulova, S. V. ddc 000 bkl 50.20 misc 1-dimensional diffusion process misc non-degenerate diffusion misc ergodic control misc Hamilton–Jacobi–Bellman equation misc non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control |
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Anulova, S. V. |
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000 - Computer science, information & general works 620 - Engineering & allied operations |
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000 620 ASE 50.20 bkl Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control 1-dimensional diffusion process (dpeaa)DE-He213 non-degenerate diffusion (dpeaa)DE-He213 ergodic control (dpeaa)DE-He213 Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation (dpeaa)DE-He213 |
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ddc 000 bkl 50.20 misc 1-dimensional diffusion process misc non-degenerate diffusion misc ergodic control misc Hamilton–Jacobi–Bellman equation misc non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation |
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ddc 000 bkl 50.20 misc 1-dimensional diffusion process misc non-degenerate diffusion misc ergodic control misc Hamilton–Jacobi–Bellman equation misc non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation |
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ddc 000 bkl 50.20 misc 1-dimensional diffusion process misc non-degenerate diffusion misc ergodic control misc Hamilton–Jacobi–Bellman equation misc non-uniqueness of solutions to Hamilton–Jacobi–Bellman equation |
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Automation and remote control |
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Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control |
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| title_full |
Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control |
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Anulova, S. V. |
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Automation and remote control |
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Anulova, S. V. |
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Elektronische Aufsätze |
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Anulova, S. V. |
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10.1134/S0005117917080045 |
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000 620 |
| title_sort |
non-uniqueness of solutions of the hamilton–jacobi–bellman equation for time-average control |
| title_auth |
Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control |
| abstract |
Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. |
| abstractGer |
Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. |
| abstract_unstemmed |
Abstract In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book. |
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8 |
| title_short |
Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control |
| url |
https://dx.doi.org/10.1134/S0005117917080045 |
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| doi_str |
10.1134/S0005117917080045 |
| up_date |
2024-07-03T17:38:08.775Z |
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