Error Estimates of Stochastic Optimal Neumann Boundary Control Problems.
Max D. GunzburgerHyung-Chun LeeJangwoon LeePublished in: SIAM J. Numer. Anal. (2011)
Keyphrases
- control problems
- optimal control
- stochastic control
- error estimates
- reinforcement learning
- continuous state spaces
- brownian motion
- error estimation
- queueing systems
- adaptive control
- dynamic programming
- optimal solution
- cross validation
- boundary conditions
- worst case
- data mining
- state dependent
- real time
- control policies
- feature selection
- learning algorithm