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

DOI10.1080/00207721.2021.1882011zbMath1483.93705OpenAlexW3127620580MaRDI QIDQ5028693

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

Publication date: 10 February 2022

Published in: International Journal of Systems Science (Search for Journal in Brave)

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

zbMATH Keywords

multiresolution analysisinverse optimal controldiffusion wavelets

Mathematics Subject Classification ID

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

Uses Software

• GPOPS

Cites Work

• Unnamed Item
• Diffusion wavelets
• Efficient computation of optimal actions
• Fundamentals of Wavelets
• Systematic convergence of nonlinear stochastic estimators on the Special Orthogonal Group SO(3)
• GPOPS-II