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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2023
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| 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 |