Information projection on Banach spaces with applications to state independent KL-weighted optimal control

DOI10.1007/s00245-021-09786-4zbMath1480.60005arXiv2009.03504OpenAlexW3167621849MaRDI QIDQ2238977

Harsha Honnappa, Zachary Selk, William B. Haskell

Publication date: 2 November 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.03504

zbMATH Keywords

optimal controlCameron-Martin spaceinformation projections

Mathematics Subject Classification ID

Gaussian processes (60G15) Queues and service in operations research (90B22) Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11) Optimality conditions for free problems in one independent variable (49K05)

Related Items (1)

The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation

Cites Work

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