Sensitivity Analysis and Optimal Control of Obstacle-Type Evolution Variational Inequalities.
Constantin ChristofPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- sensitivity analysis
- variational inequalities
- optimal control
- dynamic programming
- managerial insights
- nonlinear programming
- control strategy
- influence diagrams
- variational inequality problems
- optimal control problems
- complementarity problems
- convex sets
- reinforcement learning
- real time
- finite number
- fixed point
- evolutionary algorithm
- lower bound