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This video discusses optimal nonlinear control using the Hamilton Jacobi Bellman (HJB) equation, and how to solve this using dynamic programming. ...more.

By first using Bellman and then expanding with Itô's rule, one finds the stochastic HJB equation.

Calculus of Variations and Optimal Control Theory A Concise Introduction. Daniel Liberzon University of Illinois at Urbana-Champaign

4 ADAM ANDERSSON If it exist almost everywhere and the solution V to (2.5) and (2.6) is su ciently smooth, then a veri cation theorem guarantees that so is the case.

In Bertsekas (2005) Dynamic Programming and Optimal Control, Vol 1, 3rd ed., in Proposition 3.2.1 he states that solving for V V is the optimal cost-to-go function and the associated u∗ u ∗ is optimal. However, he explicitly declares it as a sufficiency theorem.

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2017年9月2日 · In this chapter we present recent developments in the theory of Hamilton–Jacobi–Bellman (HJB) equations as well as applications. The intention of this chapter is to exhibit novel methods and techniques introduced few years ago in order to solve long-standing questions in nonlinear optimal control theory of Ordinary Differential Equations (ODEs).

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