Forward-Backward Sweep Method for the System of HJB-FP Equations in Memory-Limited Partially Observable Stochastic Control

Memory-limited partially observable stochastic control (ML-POSC) is the stochastic optimal control problem under incomplete information and memory limitation. To obtain the optimal control function of ML-POSC, a system of the forward Fokker–Planck (FP) equation and the backward Hamilton–Jacobi–Bellm...

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Detalles Bibliográficos
Autores principales: Tottori, Takehiro, Kobayashi, Tetsuya J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9955073/
https://www.ncbi.nlm.nih.gov/pubmed/36832575
http://dx.doi.org/10.3390/e25020208

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9955073/
https://www.ncbi.nlm.nih.gov/pubmed/36832575
http://dx.doi.org/10.3390/e25020208

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