Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs.
Johannes MilzPublished in: SIAM/ASA J. Uncertain. Quantification (2023)
Keyphrases
- optimal control
- error estimates
- partial differential equations
- error estimation
- linear quadratic
- control problems
- dynamic programming
- cross validation
- feedback control
- control strategy
- optimal control problems
- risk sensitive
- class of nonlinear systems
- control law
- reinforcement learning
- level set
- infinite horizon
- error analysis
- anisotropic diffusion
- active learning
- finite difference
- provably correct
- lyapunov stability
- numerical solution
- neural network
- lyapunov function
- generalization error
- multiscale
- machine learning