A Consistent Numerical Approach to a Class of Optimal Control Processes Governed by Volterra Integro-Differential Equations.
Vadim AzhmyakovErik I. VerriestCamilo LondoñoRaymundo Juarez del ToroPublished in: CDC (2020)
Keyphrases
- optimal control
- differential equations
- optimal control problems
- brownian motion
- numerical methods
- continuous functions
- dynamic programming
- dynamical systems
- control problems
- feedback control
- feed forward artificial neural networks
- ordinary differential equations
- control strategy
- infinite horizon
- numerical solution
- runge kutta
- partial differential equations
- reinforcement learning
- finite element
- image enhancement
- least squares
- real time
- stochastic processes
- control theory
- control law
- boundary value problem
- difference equations
- linear quadratic