Optimal Control of Variational Inequalities.
Alain BensoussanKeerthi ChandrasekaranJanos TuriPublished in: Commun. Inf. Syst. (2010)
Keyphrases
- optimal control
- variational inequalities
- sensitivity analysis
- complementarity problems
- dynamic programming
- nonlinear programming
- convex sets
- variational inequality problems
- hilbert spaces
- control strategy
- primal dual
- fixed point
- optimal control problems
- nash equilibrium
- boundary conditions
- reinforcement learning
- learning algorithm
- linear programming