Optimal Control of Parabolic Differential Equations with Two Point Boundary State Constraints.
Gengsheng WangPublished in: SIAM J. Control. Optim. (2000)
Keyphrases
- optimal control
- differential equations
- optimal control problems
- brownian motion
- boundary value problem
- control problems
- dynamic programming
- ordinary differential equations
- dynamical systems
- numerical solution
- control strategy
- reinforcement learning
- feedback control
- state space
- control law
- control theory
- difference equations
- numerical methods
- infinite horizon
- markov chain
- multiresolution