Sparse Optimal Control for Fractional Diffusion.
Enrique OtárolaAbner J. SalgadoPublished in: Comput. Methods Appl. Math. (2018)
Keyphrases
- optimal control
- hamilton jacobi bellman
- dynamic programming
- control problems
- feedback control
- control strategy
- infinite horizon
- reinforcement learning
- risk sensitive
- class of nonlinear systems
- diffusion process
- lyapunov function
- brownian motion
- anisotropic diffusion
- optimal control problems
- diffusion equation
- sparse representation