Error estimates for abstract linear-quadratic optimal control problems using proper orthogonal decomposition.
Michael HinzeStefan VolkweinPublished in: Comput. Optim. Appl. (2008)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- error estimates
- error estimation
- cross validation
- dynamic programming
- control strategy
- reinforcement learning
- error analysis
- provably correct
- dynamical systems
- control theory
- decomposition algorithm
- differential equations
- gaussian model
- special case
- vector valued
- model selection
- state space
- probabilistic model
- feature selection