A Fast and Stable Preconditioned Iterative Method for Optimal Control Problem of Wave Equations.
Buyang LiJun LiuMingqing XiaoPublished in: SIAM J. Sci. Comput. (2015)
Keyphrases
- optimal control
- linear quadratic
- control problems
- hamilton jacobi bellman
- dynamic programming
- wave equation
- control strategy
- feedback control
- risk sensitive
- reinforcement learning
- class of nonlinear systems
- optimal control problems
- mathematical model
- infinite horizon
- control law
- numerical solution
- iterative methods
- brownian motion
- stochastic control
- differential equations
- linear systems
- stochastic process
- numerical methods
- optimal policy
- neural network