Sharp A Posteriori Error Estimates for Optimal Control Governed by Parabolic Integro-Differential Equations.
Wanfang ShenLiang GeDanping YangWenbin LiuPublished in: J. Sci. Comput. (2015)
Keyphrases
- differential equations
- optimal control
- error estimates
- error estimation
- cross validation
- optimal control problems
- dynamical systems
- dynamic programming
- brownian motion
- feedback control
- control strategy
- numerical solution
- error analysis
- provably correct
- infinite horizon
- reinforcement learning
- control theory
- ordinary differential equations
- continuous functions
- model selection
- numerical methods
- partial differential equations
- control law
- generalization error
- support vector
- support vector machine
- objective function