Numerical Solution of Control Problems under Uncertainty and Perturbation of Input Data with Applications in Finance
Rainer TichatschkeAlexander KaplanTim VoetmannM. BöhmPublished in: Universität Trier, Mathematik/Informatik, Forschungsbericht (2000)
Keyphrases
- control problems
- numerical solution
- input data
- optimal control
- reinforcement learning
- partial differential equations
- finite element
- differential equations
- adaptive control
- finite difference
- stochastic control
- boundary value problem
- exact solution
- image data
- higher order
- ordinary differential equations
- nonlinear systems
- linear systems
- input image
- feature space
- learning algorithm
- real time