Stochastic control optimal in the Kullback sense

MaRDI QIDQ3511902zbMATH OpenFDO

Authors J.Šindelář, Igor Vajda, Miroslav Kárný

Publication date 11 July 2008

Full work available at URL https://eudml.org/doc/33912, http://www.kybernetika.cz/content/2008/1/53

zbMATH Keywords

minimizationKullback divergencestochastic controller

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Optimal feedback synthesis (49N35)

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Cites work

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Cited in

(7)

• scientific article; zbMATH DE number 1966630 (Why is no real title available?)
• Kullback–Leibler-Quadratic Optimal Control
• scientific article; zbMATH DE number 7329815 (Why is no real title available?)
• Axiomatisation of fully probabilistic design revisited
• Optimal measures and Markov transition kernels
• scientific article; zbMATH DE number 3984230 (Why is no real title available?)
• Automated preference elicitation for decision making

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