Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs.
Angela KunothChristoph SchwabPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- control problems
- partial differential equations
- reinforcement learning
- optimal control
- difference equations
- closed form
- adaptive control
- numerical scheme
- level set
- queueing systems
- numerical solution
- image processing
- finite difference
- stochastic control
- anisotropic diffusion
- closed form solutions
- numerical methods
- continuous state spaces
- image enhancement