Approximation of Solutions of Riccati Equations.
Pavel BubákCornelis V. M. van der MeeAndré C. M. RanPublished in: SIAM J. Control. Optim. (2005)
Keyphrases
- differential equations
- polynomial equations
- boundary value problem
- closed form solutions
- approximation schemes
- numerical solution
- approximation algorithms
- solution space
- error bounds
- mathematical model
- search algorithm
- optimal solution
- multiscale
- closed form
- database
- denoising
- ordinary differential equations
- reinforcement learning
- numerical integration
- bayesian networks