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IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING
This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2010
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2994585/ https://ncbi.nlm.nih.gov/pubmed/21132112 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/acs.1094 |
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