A diffusion wavelets-based multiscale framework for inverse optimal control of stochastic systems

DOI10.1080/00207721.2021.1882011zbMATH Open1483.93705OpenAlexW3127620580MaRDI QIDQ5028693FDOQ5028693

Authors: Jung-Su Ha, Hyeok-Joo Chae, Han-Lim Choi 

Publication date: 10 February 2022

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2021.1882011

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zbMATH Keywords

multiresolution analysisinverse optimal controldiffusion wavelets

Mathematics Subject Classification ID

Inverse problems in optimal control (49N45) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites Work

• \(\mathbb{GPOPS}-\mathbb{II}\): a MATLAB software for solving multiple-phase optimal control problems using \(hp\)-adaptive Gaussian quadrature collocation methods and sparse nonlinear programming
• Diffusion wavelets
• Efficient computation of optimal actions
• Title not available (Why is that?)
• Fundamentals of Wavelets
• Systematic convergence of nonlinear stochastic estimators on the special orthogonal group \(\mathrm{SO}(3)\)

Uses Software

• GPOPS

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