Hopf-type representation formulas and efficient algorithms for certain high-dimensional optimal control problems-Reference-Cited by-同舟云学术

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Hopf-type representation formulas and efficient algorithms for certain high-dimensional optimal control problems

Published:2024-05 Issue: Volume:161 Page:90-120
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Chen Paula^ORCID,Darbon Jérôme^ORCID,Meng Tingwei^ORCID

Funder

US Department of Defense

US Department of Energy

AFRL AFSOR

Publisher

Elsevier BV

Reference85 articles.

1. Max-plus algebra;Akian,2006

2. The max-plus finite element method for solving deterministic optimal control problems: basic properties and convergence analysis;Akian;SIAM J. Control Optim.,2008

3. An efficient DP algorithm on a tree-structure for finite horizon optimal control problems;Alla;SIAM J. Sci. Comput.,2019

4. Error analysis for POD approximations of infinite horizon problems via the dynamic programming approach;Alla;SIAM J. Control Optim.,2017

5. Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications;Bachouch;Methodol. Comput. Appl. Probab.,2022

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