Crank-Nicolson Schemes for Optimal Control Problems with Evolution Equations.

Thomas Apel Thomas G. Flaig

Published in: SIAM J. Numer. Anal. (2012)

Keyphrases

optimal control problems
optimal control
evolution equation
production planning
solving nonlinear
curve evolution
partial differential equations
energy functional
differential equations
total variation
level set
infinite horizon
augmented lagrangian
dynamic programming
multiscale
lot sizing
feature vectors