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  • Optimal stochastic controller pushes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design (FPD) uses probabilistic description of the desired closed loop and minimizes Kullback–Leibler divergence of the closed-loop description to the desired one. Practical exploitation of the fully probabilistic design control theory continues to be hindered by the computational complexities involved in numerically solving the associated stochastic dynamic programming problem; in particular, very hard multivariate integration and an approximate interpolation of the involved multivariate functions. This paper proposes a new fully probabilistic control algorithm that uses the adaptive critic methods to circumvent the need for explicitly evaluating the optimal value function, thereby dramatically reducing computational requirements. This is a main contribution of this paper.
  • Optimal stochastic controller pushes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design (FPD) uses probabilistic description of the desired closed loop and minimizes Kullback–Leibler divergence of the closed-loop description to the desired one. Practical exploitation of the fully probabilistic design control theory continues to be hindered by the computational complexities involved in numerically solving the associated stochastic dynamic programming problem; in particular, very hard multivariate integration and an approximate interpolation of the involved multivariate functions. This paper proposes a new fully probabilistic control algorithm that uses the adaptive critic methods to circumvent the need for explicitly evaluating the optimal value function, thereby dramatically reducing computational requirements. This is a main contribution of this paper. (en)
Title
  • Fully probabilistic control design in an adaptive critic framework
  • Fully probabilistic control design in an adaptive critic framework (en)
skos:prefLabel
  • Fully probabilistic control design in an adaptive critic framework
  • Fully probabilistic control design in an adaptive critic framework (en)
skos:notation
  • RIV/67985556:_____/11:00364820!RIV12-AV0-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA102/08/0567), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 10
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 200501
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/11:00364820
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Stochastic control design; Fully probabilistic design; Adaptive control; Adaptive critic (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [27C9D44110F9]
http://linked.open...i/riv/nazevZdroje
  • Neural Networks
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 24
http://linked.open...iv/tvurceVysledku
  • Kárný, Miroslav
  • Herzallah, R.
http://linked.open...ain/vavai/riv/wos
  • 000297000300012
http://linked.open...n/vavai/riv/zamer
issn
  • 0893-6080
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.neunet.2011.06.006
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