HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions.
Salvatore FedericoBen GoldysFausto GozziPublished in: SIAM J. Control. Optim. (2010)
Keyphrases
- differential equations
- optimal control
- boundary value problem
- control problems
- dynamic programming
- hamilton jacobi bellman
- numerical solution
- brownian motion
- dynamical systems
- optimal control problems
- ordinary differential equations
- numerical methods
- infinite horizon
- control strategy
- reinforcement learning
- control law
- partial differential equations
- state space
- neural network
- control theory
- stochastic control
- linear systems
- control algorithm
- mathematical model
- denoising
- machine learning