Efficient Preconditioning for an Optimal Control Problem with the Time-Periodic Stokes Equations.
Wolfgang KrendlValeria SimonciniWalter ZulehnerPublished in: ENUMATH (2013)
Keyphrases
- optimal control
- control problems
- control strategy
- risk sensitive
- dynamic programming
- class of nonlinear systems
- feedback control
- reinforcement learning
- brownian motion
- linear quadratic
- optimal control problems
- hamilton jacobi bellman
- mathematical model
- neural network
- linear systems
- numerical solution
- infinite horizon
- policy gradient