Cover Image

Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lin, Yongpeng, Meng, Qingxin, Tang, Maoning
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)

Discrete-Time Backward Stochastic LQ Control Problem
by: Ligui, Hu, et al.
Published: (2026)

\(H_2/H_\infty\) Control for Continuous-Time Mean-Field Stochastic Systems with Affine Terms
by: Fang, Xuling, et al.
Published: (2025)

Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
by: Cheung, Hang, et al.
Published: (2023)

Fully Coupled Nonlinear FBS$Δ$Es: Solvability and LQ Control Insights
by: Niu, Zhipeng, et al.
Published: (2024)

On Viscosity Solutions of Hamilton-Jacobi Equations in the Wasserstein space and the Vanishing Viscosity Limit
by: Silberstein, Giacomo Ceccherini, et al.
Published: (2025)

Pathwise Optimal Control and Rough Fractional Hamilton-Jacobi-Bellman Equations for Rough-Fractional Dynamics
by: Iannucci, Andrea, et al.
Published: (2024)

Radial and Non-Radial Solution Structures for Quasilinear Hamilton--Jacobi--Bellman Equations in Bounded Settings
by: Covei, Dragos-Patru
Published: (2025)

Verifiable Error Bounds for Physics-Informed Neural Network Solutions of Lyapunov and Hamilton-Jacobi-Bellman Equations
by: Liu, Jun
Published: (2026)

A Smooth, Recurrent, Non-Periodic Viscosity Solution of the Hamilton-Jacobi Equation
by: Charfi, Skander
Published: (2025)

Hamilton-Jacobi-Bellman equation and Viscosity solutions for an optimal control problem for stochastic convective Brinkman-Forchheimer equations
by: Gautam, Sagar, et al.
Published: (2025)

Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations
by: Inoue, Daisuke, et al.
Published: (2023)

Kernel-Based LMI Approaches to Solving the Hamilton-Jacobi-Bellman Equation and Nonlinear Optimal Control
by: Hamzi, Boumediene, et al.
Published: (2026)

Causal Hamilton-Jacobi-Bellman Equations for Anticipative Stochastic Optimal Control
by: Bank, Peter, et al.
Published: (2025)

Deep neural network approximations for the stable manifolds of the Hamilton-Jacobi-Bellman equations
by: Chen, Guoyuan
Published: (2020)

On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
by: Bansil, Mohit, et al.
Published: (2024)

Policy Iteration for Stationary Discounted Hamilton--Jacobi--Bellman Equations: A Viscosity Approach
by: Cho, Namkyeong, et al.
Published: (2026)

Set-valued Hamilton-Jacobi-Bellman Equations
by: İşeri, Melih, et al.
Published: (2023)

Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
by: Tran, Hung Vinh, et al.
Published: (2024)

Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
by: Bertucci, Charles
Published: (2023)

On Exact Solutions to the Linear Bellman Equation
by: Ohlin, David, et al.
Published: (2025)

Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation
by: Wang, Guangchen, et al.
Published: (2024)

Classical solution to second-order Hamilton-Jacobi-Bellman equation and optimal feedback control for linear-convex problem
by: Li, Jinghua, et al.
Published: (2025)

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
by: Wan, Hexiang, et al.
Published: (2025)

Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty
by: Aronna, M. Soledad, et al.
Published: (2024)

A Hamilton-Jacobi-Bellman Approach to Ellipsoidal Approximations of Reachable Sets for Linear Time-Varying Systems
by: Liu, Vincent, et al.
Published: (2024)

Indefinite Stochastic LQ Optimal Control for Jump-Diffusion Systems with Random Coefficients
by: Ma, Xinyu, et al.
Published: (2026)

Koopman-Hopf Hamilton-Jacobi Reachability and Control
by: Sharpless, Will, et al.
Published: (2023)

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
by: Daudin, Samuel, et al.
Published: (2025)

Singular Perturbations of Hamilton-Jacobi Equations in the Wasserstein Space
by: Zitridis, Antonios
Published: (2025)

Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
by: Ma, Xinyu, et al.
Published: (2025)

Zero-Sum Games for Volterra Integral Equations and Viscosity Solutions of Path-Dependent Hamilton-Jacobi Equations
by: Gomoyunov, Mikhail I.
Published: (2024)

State constrained stochastic optimal control of a PV system with battery storage via Fokker-Planck and Hamilton-Jacobi-Bellman equations
by: Bermúdez, Alfredo, et al.
Published: (2025)

$H_2/H_{\infty}$ Control for Stochastic Differential Systems with Partial Observation
by: Xiao, Changwang, et al.
Published: (2026)

Unbounded Hamilton-Jacobi-Bellman Equations with one co-dimensional discontinuities
by: Chasseigne, Emmanuel, et al.
Published: (2024)

Is Bellman Equation Enough for Learning Control?
by: You, Haoxiang, et al.
Published: (2025)

Viscosity Solutions for HJB Equations on the Process Space
by: Zhou, Jianjun, et al.
Published: (2024)

On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
by: Lei, Qian, et al.
Published: (2023)

Stable representations of Hamilton-Jacobi-Bellman equations with infinite horizon
by: Misztela, Arkadiusz, et al.
Published: (2026)

A Hamilton-Jacobi Approach for Nonlinear Model Predictive Control in Applications with Navigational Uncertainty
by: Jain, Amit, et al.
Published: (2025)