Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems.
Christoph ReisingerYufei ZhangPublished in: SIAM J. Control. Optim. (2020)
Keyphrases
- control problems
- variational inequalities
- error estimates
- error estimation
- optimal control
- sensitivity analysis
- reinforcement learning
- cross validation
- complementarity problems
- hilbert spaces
- variational inequality problems
- convex sets
- adaptive control
- set valued
- nash equilibrium
- fixed point
- primal dual
- error analysis
- provably correct
- objective function
- model selection
- boundary conditions
- training set
- linear programming
- least squares
- lower bound
- multi agent
- learning algorithm
- game theory