A Multilinear HJB-POD Method for the Optimal Control of PDEs on a Tree Structure
Optimal control problems driven by evolutionary partial differential equations arise in many
industrial applications and their numerical solution is known to be a challenging problem …
industrial applications and their numerical solution is known to be a challenging problem …
Error estimates for a tree structure algorithm solving finite horizon control problems
In the Dynamic Programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …
by the value function that is characterized as the unique viscosity solution of a Hamilton …
Error estimates for a tree structure algorithm solving finite horizon control problems
In the dynamic programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …
by the value function that is characterized as the unique viscosity solution of a Hamilton …