Optimal Control of Nonsmooth, Semilinear Parabolic Equations.
Christian MeyerLivia M. SusuPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- optimal control
- hamilton jacobi bellman
- linear quadratic
- globally convergent
- superlinear convergence
- control problems
- dynamic programming
- control strategy
- risk sensitive
- newton method
- feedback control
- brownian motion
- mathematical model
- infinite horizon
- optimal control problems
- class of nonlinear systems
- reinforcement learning
- variational inequalities
- linear equations
- differential equations
- numerical solution
- nonlinear equations
- control law
- linear systems
- lyapunov function
- sufficient conditions
- objective function