Hamilton-Jacobi-Bellman equations on time scales
| dc.contributor.author | Zhan, Z. | |
| dc.contributor.author | Wei, W. | |
| dc.contributor.author | Xu, Honglei | |
| dc.date.accessioned | 2017-01-30T10:27:46Z | |
| dc.date.available | 2017-01-30T10:27:46Z | |
| dc.date.created | 2016-09-12T08:36:40Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Zhan, Z. and Wei, W. and Xu, H. 2009. Hamilton-Jacobi-Bellman equations on time scales. Mathematical and Computer Modelling. 49 (9-10): pp. 2019-2028. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/3004 | |
| dc.identifier.doi | 10.1016/j.mcm.2008.12.008 | |
| dc.description.abstract |
In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle. On this basis, using a chain rule of multivariables on time scales, we will derive Hamilton-Jacobi-Bellman equations on a time scale for these kind of optimal control problems. Finally, the quantum time scale is considered as an example to illustrate our results. © 2009 Elsevier Ltd. All rights reserved. | |
| dc.publisher | Pergamon | |
| dc.title | Hamilton-Jacobi-Bellman equations on time scales | |
| dc.type | Journal Article | |
| dcterms.source.volume | 49 | |
| dcterms.source.number | 9-10 | |
| dcterms.source.startPage | 2019 | |
| dcterms.source.endPage | 2028 | |
| dcterms.source.issn | 0895-7177 | |
| dcterms.source.title | Mathematical and Computer Modelling | |
| curtin.department | Department of Mathematics and Statistics | |
| curtin.accessStatus | Open access via publisher |
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