Solving of optimal control problem of parabolic PDEs in exploitation of oil by iterative dynamic programming.
Sohrab EffatiMohammad JanfadaM. EsmaeiliH. RoohparvarPublished in: Appl. Math. Comput. (2006)
Keyphrases
- optimal control
- dynamic programming
- hamilton jacobi bellman
- infinite horizon
- control problems
- partial differential equations
- state space
- feedback control
- reinforcement learning
- risk sensitive
- class of nonlinear systems
- markov decision processes
- markov decision problems
- brownian motion
- optimal policy
- linear programming
- lyapunov function
- linear quadratic
- optimal control problems
- control strategy
- multistage
- control law
- stochastic control
- linear programming problems
- neural network
- image denoising
- machine learning
- greedy algorithm
- linear program
- mathematical model
- level set