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Penalty Methods for the Solution of Discrete HJB Equations - Continuous Control and Obstacle Problems.
Jan Hendrik Witte
Christoph Reisinger
Published in:
SIAM J. Numer. Anal. (2012)
Keyphrases
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control problems
hamilton jacobi bellman
numerical methods
optimal control
linear systems
evolutionary algorithm
continuous domains
reinforcement learning
control system
steady state
continuous variables
linear equations