Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation.
H. JiangNathan Louis GibsonPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- stochastic control
- hamilton jacobi
- approximate dynamic programming
- dynamical systems
- reinforcement learning
- nonlinear equations
- queueing systems
- control law
- nonlinear complementarity problem
- operations management
- adaptive control
- fuzzy control
- fuzzy systems
- learning rate
- dynamic programming
- image processing
- finite difference
- medial axis
- brownian motion
- fuzzy logic
- evolutionary algorithm
- artificial neural networks