Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems.
Angela KunothChristoph SchwabPublished in: SIAM/ASA J. Uncertain. Quantification (2016)
Keyphrases
- control problems
- partial differential equations
- adaptive control
- high order
- optimal control
- stochastic control
- reinforcement learning
- numerical methods
- queueing systems
- differential equations
- anisotropic diffusion
- difference equations
- continuous state spaces
- tensor decomposition
- stochastic model
- level set
- control method
- higher order
- brownian motion
- nonlinear systems
- diffusion tensor
- dynamic environments
- image segmentation
- image denoising
- markov processes
- stochastic process
- control law
- control strategy
- image enhancement
- closed form
- path planning