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Fast Iterative Solution of Saddle Point Problems in Optimal Control Based on Wavelets.

Angela Kunoth
Published in: Comput. Optim. Appl. (2002)
Keyphrases
  • optimal control
  • optimal control problems
  • saddle point
  • variational inequalities
  • dynamic programming
  • numerical methods
  • optimization problems
  • reinforcement learning
  • primal dual
  • optimal solution
  • wavelet packet