Moreau-Yosida regularization for optimal control of fractional PDEs with state constraints: parabolic case.
Harbir AntilThomas S. BrownDeepanshu VermaMahamadi WarmaPublished in: CoRR (2020)
Keyphrases
- optimal control
- dynamic programming
- control problems
- risk sensitive
- control strategy
- infinite horizon
- class of nonlinear systems
- optimal control problems
- feedback control
- reinforcement learning
- real time
- state space
- data mining
- anisotropic diffusion
- numerical solution
- partial differential equations
- brownian motion
- numerical scheme