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Convex programming in optimal control and information theory. (arXiv:1712.04677v1 [math.OC])
来源于:arXiv
The main theme of this thesis is the development of computational methods for
classes of infinite-dimensional optimization problems arising in optimal
control and information theory. The first part of the thesis is concerned with
the optimal control of discrete-time continuous space Markov decision processes
(MDP). The second part is centred around two fundamental problems in
information theory that can be expressed as optimization problems: the channel
capacity problem as well as the entropy maximization subject to moment
constraints. 查看全文>>