Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System.
Alfio BorzìKarl KunischDo Y. KwakPublished in: SIAM J. Control. Optim. (2002)
Keyphrases
- optimal control
- finite difference
- optimal control problems
- partial differential equations
- hamilton jacobi
- average cost
- dynamic programming
- optimal solution
- eikonal equation
- control strategy
- numerical scheme
- numerical analysis
- numerical solution
- finite element
- infinite horizon
- numerical methods
- image analysis
- reinforcement learning
- multiscale
- hamilton jacobi bellman
- machine learning
- mathematical model
- multiresolution
- image denoising
- level set
- image processing
- computer vision