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Numerical Approximation of Optimal Flow Control Problems by a Penalty Method: Error Estimates and Numerical Results.
L. S. Hou
S. S. Ravindran
Published in:
SIAM J. Sci. Comput. (1999)
Keyphrases
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dynamic programming
numerical methods
closed form
optimal control
reinforcement learning
error estimation
continuous state spaces
error estimates
alternating direction
similarity measure
model selection
optimization algorithm
cross validation