Optimal Control with Sweeping Processes: Numerical Method.
Md. R. de PinhoM. M. A. FerreiraGeorgi V. SmirnovPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- optimal control
- numerical methods
- control problems
- dynamic programming
- risk sensitive
- feedback control
- differential equations
- reinforcement learning
- class of nonlinear systems
- control strategy
- optimal control problems
- infinite horizon
- finite element method
- partial differential equations
- boundary element method
- finite difference method
- level set method
- stochastic processes
- pairwise
- multiscale