如何通俗易懂地解释HJB方程？ - 知乎
当然是借助图像了。 HJB方程的内涵和观点远大于形式，包含的信息量很多，特别是由Bellman最优性原理推出HJB方程从根本上划分了经典变分和最优控制，这是个相当有趣的思维过程，但遗憾的是很难 …
control theory - Numerical solution of HJB (Hamilton-Jacobi-Bellman ...
Jan 27, 2021 · I am struggling to understand what the use of HJB equations in order to solve optimal control problems is in practice. I found the following approach in the book "Stochastic …
Optimality — Hamilton-Jacobi-Bellman (HJB) versus Riccati
Jun 30, 2020 · 12 Most of the literature on optimal control discuss Hamilton-Jacobi-Bellman (HJB) equations for optimality. In dynamics however, Riccati equations are used instead. Jacobi Bellman …
HJB方程比极大值原理分别有什么好处？二者都适用于什么情况？ - 知乎
4.上面讲了一堆HJB方程的不好，那么HJB方程有好处嘛？ 有的，HJB方程衍生的动态规划不仅可以求一个状态的最优解，还可以方便地求所有状态的最优解。 目前读书思考有限，先写这么多吧。 顺便给 …
使用神经网络来求解HJB方程都有哪一些方法，能够做到什么样的精确 …
神经网络（NN）解hjb并没有太多工作。 如果说带diffusion项的viscous hjb，有一些基于sde设计的方法，用nn approximate sde，如weinan E之前pnas的paper，还有pham的一些paper，金融那边可能有 …
mathematical economics - Solving the Hamilton-Jacobi-Bellman …
I am not sure what is asked here: if per Bertsekas solving HJB is sufficient, then you do not have to "worry about additional optimality conditions". The "sufficient only" against "necessary and sufficient" …
如何理解汉密尔顿-雅克比-贝尔曼方程Hamilton–Jacobi–Bellman …
如何理解汉密尔顿-雅克比-贝尔曼方程，即Hamilton–Jacobi–Bellman equation。除了英文的维基百科有相关…
stochastic processes - Understanding HJB equation for the infinite ...
Dec 23, 2022 · Understanding HJB equation for the infinite horizon consumption control problem Ask Question Asked 3 years ago Modified 2 years, 11 months ago
Hamilton Jacobi Bellman and uniqueness - Mathematics Stack Exchange
Mar 27, 2024 · Until now I am fine, however often when the guess was right, they say that is the value function because it solved the HJB equation, however I am not aware of the uniqueness of the …
求问什么是哈密顿雅可比贝尔曼偏微分方程？ - 知乎
哈密顿-雅可比-贝尔曼方程（Hamilton-Jacobi-Bellman equation，简称HJB方程）是一个偏微分方程，是最优控制的核心。 HJB方程的一般形式为：