Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration.
Philipp A. GuthVesa KaarniojaFrances Y. KuoClaudia SchillingsIan H. SloanPublished in: CoRR (2022)
Keyphrases
- optimal control
- quasi monte carlo
- dynamic programming
- control problems
- feedback control
- control strategy
- infinite horizon
- partial differential equations
- monte carlo
- class of nonlinear systems
- control law
- reinforcement learning
- optimal control problems
- anisotropic diffusion
- variance reduction
- particle filter
- image denoising
- real time
- bayesian networks
- feature selection
- linear quadratic
- learning algorithm
- state space
- image processing
- search space
- level set