Annular and sectorial sparsity in optimal control of elliptic equations.
Roland HerzogJohannes ObermeierGerd WachsmuthPublished in: Comput. Optim. Appl. (2015)
Keyphrases
- optimal control
- boundary value problem
- linear quadratic
- hamilton jacobi bellman
- control problems
- numerical methods
- differential equations
- dynamic programming
- class of nonlinear systems
- feedback control
- risk sensitive
- control strategy
- optimal control problems
- infinite horizon
- boundary conditions
- mathematical model
- reinforcement learning
- neural network
- numerical solution
- control law
- brownian motion
- control algorithm
- lyapunov function
- primal dual
- linear systems
- variational inequalities
- nonlinear equations
- partial differential equations
- state space
- image processing