A parallel-in-time preconditioner for Crank-Nicolson discretization of a parabolic optimal control problem.
Xue-Lei LinShu-Lin WuPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- optimal control
- control problems
- dynamic programming
- feedback control
- control strategy
- risk sensitive
- class of nonlinear systems
- infinite horizon
- brownian motion
- lyapunov function
- control law
- reinforcement learning
- image processing
- stochastic control
- linear quadratic
- optimal control problems
- linear systems
- iterative methods
- real time