期刊文献+
共找到7篇文章
< 1 >
每页显示 20 50 100
Computational intelligence interception guidance law using online off-policy integral reinforcement learning
1
作者 WANG Qi LIAO Zhizhong 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第4期1042-1052,共11页
Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-f... Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios. 展开更多
关键词 two-person zero-sum differential games hamiltonjacobi–Isaacs(HJI)equation off-policy integral reinforcement learning(IRL) online learning computational intelligence inter-ception guidance(CIIG)law
下载PDF
Path Integral Quantization of Non-Natural Lagrangian
2
作者 Ola A. Jarab’ah 《Journal of Applied Mathematics and Physics》 2023年第10期2932-2937,共6页
Path integral technique is discussed using Hamilton Jacobi method. The Hamilton Jacobi function of non-natural Lagrangian is obtained using separation of variables method. This function makes an important role in path... Path integral technique is discussed using Hamilton Jacobi method. The Hamilton Jacobi function of non-natural Lagrangian is obtained using separation of variables method. This function makes an important role in path integral quantization. The path integral is obtained as integration over the canonical phase space coordinates, which contains the generalized coordinate q and the generalized momentum p. One illustrative example is considered to explain the application of our formalism. 展开更多
关键词 Path Integral Quantization hamilton jacobi equation Non-Natural Lagrangian hamilton jacobi Function
下载PDF
Quantization of Time Independent Damping Systems Using WKB Approximation
3
作者 Ola A. Jarab’ah 《Journal of Applied Mathematics and Physics》 2023年第9期2615-2620,共6页
In this work time independent damping systems are studied using Lagrangian and Hamiltonian for time independent damping, which are present through the factor e<sup>λq</sup>. The Hamilton Jacobi equation i... In this work time independent damping systems are studied using Lagrangian and Hamiltonian for time independent damping, which are present through the factor e<sup>λq</sup>. The Hamilton Jacobi equation is formulated to find the Hamilton Jacobi function S using separation of variables technique. We can form this function in compact form of two parts the first part as a function of coordinate q, and the second part as a function of time t. Finally, we find the ability of these systems to quantize through an illustrative example. 展开更多
关键词 QUANTIZATION hamilton jacobi equation hamilton jacobi Function MOMENTUM
下载PDF
Canonical Treatment of Elliptical Motion
4
作者 Ola A. Jarab’ah 《Advances in Pure Mathematics》 2023年第9期620-624,共5页
The constrained motion of a particle on an elliptical path is studied using Hamiltonian mechanics through Poisson bracket and Lagrangian mechanics through Euler Lagrange equation using non-natural Lagrangian. We calcu... The constrained motion of a particle on an elliptical path is studied using Hamiltonian mechanics through Poisson bracket and Lagrangian mechanics through Euler Lagrange equation using non-natural Lagrangian. We calculate the generalized momentum p<sub>θ</sub> and we find that this quantity is not conserved and the conjugate θ coordinate is not a cyclic coordinate. 展开更多
关键词 hamilton jacobi equation Generalized Momentum Elliptical Motion Cyclic Coordinate
下载PDF
Remarks on a Mathematical Model from the Theory of Optimal Investment
5
作者 廉松哲 王光烈 +1 位作者 陈丽 伍卓群 《Northeastern Mathematical Journal》 CSCD 2001年第2期127-129,共3页
关键词 hamilton jacobi Bellman equation parabolic Monge Ampère equation implicit function theorem
下载PDF
Hawking Radiation of Grumiller Black Hole 被引量:1
6
作者 S.F.Mirekhtiary I.Sakalli 《Communications in Theoretical Physics》 SCIE CAS CSCD 2014年第5期558-564,共7页
In this paper, we consider the relativistic Harnilton-Jacobi (HJ) equation and study Hawking radiation (HR) of scalar particles from uncharged Grumiller black hole (GBH) which is affordable for testing in astrop... In this paper, we consider the relativistic Harnilton-Jacobi (HJ) equation and study Hawking radiation (HR) of scalar particles from uncharged Grumiller black hole (GBH) which is affordable for testing in astrophysics. It is a/so known as Rindler modified Schwarzschild BH. Our aim is not only to investigate the effect of the Rindler parameter a on the Hawking temperature (TH ), but to examine whether there is any discrepancy between the computed horizon temperature and the standard TH as well. For this purpose, in addition to its naive coordinate system, we study on the three regular coordinate systems, which are Painlevd--Gullstrand (PG), ingoing Edding^on-Finkelstein (IEF), and Kruskal-Szekeres (KS) coordinates. In o21 coordinate systems, we calculate the tunneling probabilities of incoming and outgoing scalar particles from the event horizon by using the HJ equation. It has been shown in detail that the considered HJ method is concluded with the conventional T~ in all these coordinate systems without giving rise to the famous factor-2 problem. Filrthermore, in the PG coordinates Parikh-Wilczek's tunneling (PWT) method is employed in order to show how one can integrate the quantum gravity (QG) corrections to the semiclassical tunneling rate by including the effects of self-gravitation and back reaction. We then show how this yields a modification in the TH. 展开更多
关键词 Hawking radiation relativistic hamilton jacobi equation Grumiller black hole quantum tunneling back reaction effect pioneer anomaly
原文传递
Optimal Reinsurance and Investment Strategy with Delay in Heston’s SV Model 被引量:1
7
作者 Chun-Xiang A Ai-Lin Gu Yi Shao 《Journal of the Operations Research Society of China》 EI CSCD 2021年第2期245-271,共27页
In this paper,we consider an optimal investment and proportional reinsurance problem with delay,in which the insurer’s surplus process is described by a jump-diffusion model.The insurer can buy proportional reinsuran... In this paper,we consider an optimal investment and proportional reinsurance problem with delay,in which the insurer’s surplus process is described by a jump-diffusion model.The insurer can buy proportional reinsurance to transfer part of the insurance claims risk.In addition to reinsurance,she also can invests her surplus in a financial market,which is consisted of a risk-free asset and a risky asset described by Heston’s stochastic volatility(SV)model.Considering the performance-related capital flow,the insurer’s wealth process is modeled by a stochastic differential delay equation.The insurer’s target is to find the optimal investment and proportional reinsurance strategy to maximize the expected exponential utility of combined terminal wealth.We explicitly derive the optimal strategy and the value function.Finally,we provide some numerical examples to illustrate our results. 展开更多
关键词 Proportional reinsurance Stochastic differential delay equation(SDDE) Heston’s stochastic volatility(SV)model hamiltonjacobi–Bellman(HJB)equation
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部