Approaches to numerical analysis of optimal control with linear phase constraints on the example of the assets and liabilities management by a bank.
Aleksandra A. ZhukovaAnna FlerovaAlexey ChernovGeorgy MilyuchikhinPublished in: J. Comput. Appl. Math. (2025)
Keyphrases
- optimal control
- numerical analysis
- dynamic programming
- control strategy
- infinite horizon
- control problems
- linear constraints
- reinforcement learning
- optimal control problems
- linear quadratic
- risk sensitive
- image enhancement
- optimal policy
- adaptive control
- constraint programming
- feedback control
- linear programming problems
- control system
- image analysis
- multiscale
- class of nonlinear systems