Selected article for: "hjb equation and optimal control"

Author: Lin, Feng; Muthuraman, Kumar; Lawley, Mark
Title: An optimal control theory approach to non-pharmaceutical interventions
  • Document date: 2010_2_19
  • ID: 0x294f8t_26
    Snippet: The optimal control u* is pushed to its lower/upper bound depending on the sign of its coefficient, the switching curve ψ (s, i), because the HJB equation, Eq. (5), is linear in the control, u. However, if the HJB is nonlinear in u, the optimal control will not be bangbang. An example will be the linear quadratic optimal control problem, where the optimal policy is a linear state feedback [42] ......
    Document: The optimal control u* is pushed to its lower/upper bound depending on the sign of its coefficient, the switching curve ψ (s, i), because the HJB equation, Eq. (5), is linear in the control, u. However, if the HJB is nonlinear in u, the optimal control will not be bangbang. An example will be the linear quadratic optimal control problem, where the optimal policy is a linear state feedback [42] .

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