Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics

Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method

Journal of Global Optimization

On application of an alternating direction method to Hamilton-Jacobin-Bellman equations

Journal of Computational and Applied Mathematics - Special issue: Proceedings of the international conference on boundary and interior layers - computational and asymptotic methods (BAIL 2002)

Successive approximation approach of optimal control for nonlinear discrete-time systems

International Journal of Systems Science

Brief paper: A neural network solution for fixed-final time optimal control of nonlinear systems

Automatica (Journal of IFAC)

Brief paper: A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems

Automatica (Journal of IFAC)

Neural network solution for finite-horizon H∞ state feedback control of nonlinear systems

International Journal of Systems Science

Approximation of optimal feedback control: a dynamic programming approach

Journal of Global Optimization

Optimal portfolios with regime switching and value-at-risk constraint

Automatica (Journal of IFAC)

A radial basis collocation method for Hamilton-Jacobi-Bellman equations

Automatica (Journal of IFAC)

An adaptive least-squares collocation radial basis function method for the HJB equation

Journal of Global Optimization

Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach

Automatica (Journal of IFAC)

An adaptive domain decomposition method for the Hamilton---Jacobi---Bellman equation

Journal of Global Optimization