Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations.
Peng ChenAlfio QuarteroniGianluigi RozzaPublished in: SIAM J. Numer. Anal. (2013)
Keyphrases
- control problems
- optimal control
- stochastic control
- hamilton jacobi bellman
- reinforcement learning
- continuous state spaces
- dynamic programming
- adaptive control
- numerical methods
- queueing systems
- boundary value problem
- numerical solution
- asymptotically optimal
- brownian motion
- partial differential equations
- poisson equation