Improving the Convergence Rates for the Kinetic Fokker-Planck Equation by Optimal Control.
Tobias BreitenKarl KunischPublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- optimal control
- convergence rate
- dynamic programming
- learning rate
- convergence speed
- optimal control problems
- control strategy
- primal dual
- infinite horizon
- reinforcement learning
- global convergence
- spherical harmonics
- machine learning
- fokker planck equation
- gradient method
- optimization algorithm
- linear programming
- multiscale