Wavelet Schemes for Linear-Quadratic Elliptic Control Problems.

Published in: OR (2005)

Keyphrases

control problems
optimal control
linear quadratic
dynamic programming
reinforcement learning
wavelet transform
control strategy
multiscale
control law
wavelet coefficients
denoising
stochastic control
multiresolution
state space
wavelet decomposition
graphical models
data mining
learning algorithm
machine learning