Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: An information based approach to stochastic control problems
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
An information based method for solving stochastic control problems with partial observation is proposed. First, information-theoretic lower bounds of the cost function are analysed. It is shown, under rather weak assumptions, that reduction in the expected cost with closed-loop control compared with the best open-loop strategy is upper bounded by a non-decreasing function of mutual information between control variables and the state trajectory. On the basis of this result, an "information based control" (IBC) method is developed. ; The main idea of IBC consists in replacing the original control task by a sequence of control problems that are relatively easy to solve and such that information about the system state is actively generated. Two examples of the IBC operation are given. It is shown that the method is able to find an optimal solution without using dynamic programming at least in these examples. Hence the computational complexity of IBC is substantially smaller than that of dynamic programming, which is the main advantage of the proposed method.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 30, number 1 (2020) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2020)
Last modified:
Jul 15, 2025
In our library since:
Jul 15, 2025
Number of object content hits:
22
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/101072
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 1 (2020)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 2 (2020)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 3 (2020)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 4 (2020)
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| Edition name | Date |
|---|---|
| An information based approach to stochastic control problems | Jul 15, 2025 |
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