An Optimal Control Problem Governed by Quasi-Linear Variational Inequalities.
Hongwei LouPublished in: SIAM J. Control. Optim. (2002)
Keyphrases
- optimal control
- quasi linear
- variational inequalities
- sensitivity analysis
- primal dual
- complementarity problems
- dynamic programming
- nonlinear programming
- budget constraints
- utility function
- fixed point
- control strategy
- convex sets
- nash equilibrium
- optimal control problems
- reinforcement learning
- boundary conditions
- game theory