A Fully Discrete Approximation for Control Problems Governed by Parabolic Variational Inequalities.
Maïtine BergouniouxHousnaa ZidaniPublished in: SIAM J. Numer. Anal. (2002)
Keyphrases
- control problems
- variational inequalities
- convex sets
- finite number
- optimal control
- reinforcement learning
- continuous state spaces
- nonlinear programming
- complementarity problems
- variational inequality problems
- hilbert spaces
- sensitivity analysis
- convex optimization
- adaptive control
- continuous functions
- set valued
- fixed point
- nash equilibrium
- primal dual
- convex hull
- higher dimensional
- hilbert space
- linear complementarity problem
- game theory
- linearly constrained
- linear constraints
- boundary conditions
- control method
- np hard
- special case