An iterative proper orthogonal decomposition method for a parabolic optimal control problem.
Liuping HuangHai ZhaoTongjun SunPublished in: J. Appl. Math. Comput. (2024)
Keyphrases
- optimal control
- decomposition method
- control problems
- dynamic programming
- decomposition methods
- tree decomposition
- infinite horizon
- feedback control
- decomposition algorithm
- risk sensitive
- reinforcement learning
- optimal control problems
- brownian motion
- control strategy
- class of nonlinear systems
- lyapunov function
- control law
- linear quadratic
- stochastic control
- linear programming
- objective function