Maximum-norm a posteriori error estimates for an optimal control problem.
Enrique OtárolaRichard RankinAbner J. SalgadoPublished in: Comput. Optim. Appl. (2019)
Keyphrases
- optimal control
- error estimates
- error estimation
- cross validation
- dynamic programming
- control problems
- control strategy
- class of nonlinear systems
- risk sensitive
- infinite horizon
- provably correct
- optimal control problems
- reinforcement learning
- feedback control
- error analysis
- brownian motion
- control law
- lyapunov function
- objective function
- model selection
- maximum likelihood
- feature space
- neural network