Random geometries and Quasi Monte Carlo methods for optimal control PDE problems based on fictitious domain FEMS and cut elements.
Aikaterini AretakiEfthymios N. KaratzasPublished in: CoRR (2020)
Keyphrases
- optimal control
- monte carlo methods
- control problems
- optimal control problems
- feedback control
- bayesian networks
- dynamic programming
- partial differential equations
- monte carlo
- evolutionary algorithm
- reinforcement learning
- real time
- wavelet transform
- risk sensitive
- stochastic control
- multiscale
- class of nonlinear systems