Optimal control of multiscale systems using reduced-order models
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Publication:2513918
DOI10.3934/jcd.2014.1.279zbMath1303.93187arXiv1406.3458MaRDI QIDQ2513918
Carsten Hartmann, Juan C. Latorre, Grigorios A. Pavliotis, Wei Zhang
Publication date: 29 January 2015
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.3458
dynamic programming; stochastic control; homogenization; singular perturbations; model order reduction; logarithmic transformation
93C70: Time-scale analysis and singular perturbations in control/observation systems
90C39: Dynamic programming
93B11: System structure simplification
93E20: Optimal stochastic control