Polynomial Approximation of High-Dimensional Hamilton-Jacobi-Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs.
Dante KaliseKarl KunischPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- hamilton jacobi bellman
- feedback control
- optimal control
- polynomial approximation
- control problems
- stochastic control
- dynamic programming
- partial differential equations
- pointwise
- control strategy
- numerical solution
- lower bound
- control law
- reinforcement learning
- level set
- brownian motion
- anisotropic diffusion
- image denoising
- feature space
- real time