Symplectic Runge–Kutta discretization of a regularized forward–backward sweep iteration for optimal control problems-Reference-Cited by-同舟云学术

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Symplectic Runge–Kutta discretization of a regularized forward–backward sweep iteration for optimal control problems

Published:2021-02 Issue: Volume:383 Page:113133
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Liu Xin,Frank Jason

Funder

Chinese Scholarship Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference24 articles.

1. Maximum principle based algorithms for deep learning;Li;J. Mach. Learn. Res.,2018

2. Reinforcement Learning: An Introduction;Sutton,2018

3. Dynamic Programming and Optimal Control I and II;Bertsekas,2005

4. Fundamentals of Stochastic Filtering;Bain,2009

5. Data assimilation for linear parabolic equations: minimax projection method;Zhuk;SIAM J. Sci. Comput.,2015

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5. Forward-Backward Sweep Method for the System of HJB-FP Equations in Memory-Limited Partially Observable Stochastic Control;Entropy;2023-01-21

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