Fast iterative solver for the optimal control of time-dependent PDEs with Crank-Nicolson discretization in time.
Santolo LevequeJohn W. PearsonPublished in: Numer. Linear Algebra Appl. (2022)
Keyphrases
- optimal control
- dynamic programming
- control problems
- iterative refinement
- partial differential equations
- risk sensitive
- feedback control
- class of nonlinear systems
- control strategy
- reinforcement learning
- infinite horizon
- optimal control problems
- brownian motion
- numerical solution
- solving partial differential equations
- control law
- image denoising
- level set
- lyapunov function
- linear quadratic
- anisotropic diffusion
- evolutionary algorithm
- image processing
- learning algorithm