A new scalable algorithm for computational optimal control under uncertainty
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Publication:2125017
DOI10.1016/J.JCP.2020.109710OpenAlexW2973871169MaRDI QIDQ2125017FDOQ2125017
Authors: Panos Lambrianides, Qi Gong, D. Venturi 
Publication date: 11 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.07960
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Cited In (8)
- Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization
- Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems
- A new scalable algorithm for computational optimal control under uncertainty
- Control of resource-intensive computations under uncertainty. I. multiparametric model
- Optimal control of ensembles of dynamical systems
- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems
- A penalty function-based greedy diffusion search algorithm for the optimization of constrained nonlinear dynamical processes with discrete-valued input
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