Multilevel quadrature formulae for the optimal control of random PDEs.
Fabio NobileTommaso VanzanPublished in: CoRR (2024)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- risk sensitive
- control strategy
- reinforcement learning
- partial differential equations
- control law
- infinite horizon
- brownian motion
- optimal control problems
- image processing
- level set
- stochastic control
- class of nonlinear systems
- lyapunov function
- solving partial differential equations
- numerical solution
- mathematical model
- data mining
- real time