solidot新版网站常见问题,请点击这里查看。

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>>