Fast Iterative Solver for the Optimal Control of Time-Dependent PDEs with Crank-Nicolson Discretization in Time.
Santolo LevequeJohn W. PearsonPublished in: CoRR (2020)
Keyphrases
- optimal control
- control problems
- dynamic programming
- iterative refinement
- partial differential equations
- risk sensitive
- class of nonlinear systems
- feedback control
- control strategy
- infinite horizon
- optimal control problems
- lyapunov function
- reinforcement learning
- numerical solution
- brownian motion
- stochastic control
- image processing
- data mining
- control law
- level set
- supply chain
- linear quadratic
- multiscale