Stochastic control optimal in the Kullback sense

zbMATH Open1145.93053MaRDI QIDQ3511902FDOQ3511902

Authors: J.Šindelář, Igor Vajda, Miroslav Kárný 

Publication date: 11 July 2008

Full work available at URL: https://eudml.org/doc/33912

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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)

Cites Work

• Elements of Information Theory
• On Information and Sufficiency
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• Dynamic programming and stochastic control
• Theory of statistical inference and information. Transl. from the Slovak by the author
• Optimization of stochastic systems. Topics in discrete-time systems
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• Towards fully probabilistic control design
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Cited In (7)

• Title not available (Why is that?)
• Optimal measures and Markov transition kernels
• Title not available (Why is that?)
• Axiomatisation of fully probabilistic design revisited
• Kullback–Leibler-Quadratic Optimal Control
• Title not available (Why is that?)
• Automated preference elicitation for decision making

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