Deterministic impulse control problems: Two discrete approximations of the quasi-variational inequality.
Naïma El FarouqPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- control problems
- variational inequalities
- convex sets
- optimal control
- reinforcement learning
- continuous state spaces
- variational inequality problems
- sensitivity analysis
- adaptive control
- complementarity problems
- hilbert spaces
- nash equilibrium
- boundary conditions
- finite number
- fixed point
- boundary value problem
- traffic assignment
- primal dual
- dynamic programming
- game theory
- continuous functions
- real time