Error estimates for the numerical approximation of Neumann control problems.
Eduardo CasasMariano MateosPublished in: Comput. Optim. Appl. (2008)
Keyphrases
- error estimates
- control problems
- error estimation
- cross validation
- reinforcement learning
- optimal control
- adaptive control
- queueing systems
- provably correct
- error analysis
- model selection
- stochastic control
- finite element
- boundary conditions
- hamilton jacobi bellman
- data sets
- level set
- brownian motion
- continuous state spaces
- state space
- dynamic programming
- active learning
- knowledge base