A Dual Dynamic Programming For Multidimensional Parabolic Optimal Control Problems.
E. GalewskaAndrzej NowakowskiPublished in: Eur. J. Control (2006)
Keyphrases
- optimal control problems
- optimal control
- dynamic programming
- state space
- multistage
- infinite horizon
- linear programming
- greedy algorithm
- linear program
- primal dual
- optimal policy
- markov decision processes
- cost function
- control law
- production planning
- solving nonlinear
- knapsack problem
- real time
- differential equations
- integer programming
- genetic algorithm
- continuous functions
- neural network