Show simple item record

dc.contributor.authorZhan, Z.
dc.contributor.authorWei, W.
dc.contributor.authorXu, Honglei
dc.date.accessioned2017-01-30T10:27:46Z
dc.date.available2017-01-30T10:27:46Z
dc.date.created2016-09-12T08:36:40Z
dc.date.issued2009
dc.identifier.citationZhan, 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.urihttp://hdl.handle.net/20.500.11937/3004
dc.identifier.doi10.1016/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.publisherPergamon
dc.titleHamilton-Jacobi-Bellman equations on time scales
dc.typeJournal Article
dcterms.source.volume49
dcterms.source.number9-10
dcterms.source.startPage2019
dcterms.source.endPage2028
dcterms.source.issn0895-7177
dcterms.source.titleMathematical and Computer Modelling
curtin.departmentDepartment of Mathematics and Statistics
curtin.accessStatusOpen access via publisher


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record