Symplectic Runge-Kutta Schemes for Adjoint Equations, Automatic Differentiation, Optimal Control, and More.
Jesús María Sanz-SernaPublished in: SIAM Rev. (2016)
Keyphrases
- optimal control
- runge kutta
- differential equations
- control problems
- linear quadratic
- dynamic programming
- numerical methods
- feedback control
- hamilton jacobi bellman
- control strategy
- optimal control problems
- infinite horizon
- reinforcement learning
- numerical solution
- ordinary differential equations
- brownian motion
- stochastic control