On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints
On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints
复制标题
具有不等式约束的 Hamilton-Jacobi-Bellman 方程的行波解
DOI：
10.1007/s13160-012-0087-8
复制
发表时间：
2013
影响因子：
0.9
通讯作者：
Naoyuki Ishimura
中科院分区：
文献类型：
--
作者：
Pierre Perron;Yohei Yamamoto;萱野稔人・小林よしのり・朴順梨・與那覇潤・宇野常寛;中村良平;Hiroshi Mukunoki;鈴木將文;益尾知佐子;松島斉;Tatsuyoshi Saijo;市川宏伸・佐々木康栄・宇野洋太・内山登紀夫・千住淳・明翫光宜・熊谷晋一郎・長崎勤・阿部利彦・山本純一郎・綾屋紗月・藤堂栄子・尾崎ミオ・木谷秀勝;Naoyuki Ishimura
本文的目的是构造和分析一类Hamilton-Jacobi-Bellman方程的最优响应变量有界的解。利用Riccati变换，我们推导和分析了一个完全非线性抛物型偏微分方程的最优响应函数。我们构造单调行波解，并确定参数区域的行波解具有正或负的波速。
The aim of this paper is to construct and analyze solutions to a class of Hamilton–Jacobi–Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct monotone traveling wave solutions and identify parametric regions for which the traveling wave solution has a positive or negative wave speed.