Probabilistic design of optimal sequential decision-making algorithms in learning and control
نویسندگان
چکیده
This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these for learning and control. The organized around a framework combines problem formulation set resolution methods. consists an infinite-dimensional optimization problem. methods come from approaches to search optimal solutions in space Through lenses this overarching we revisit popular control algorithms, showing naturally arise suitable variations mixed with different A running example, which make code available, complements survey. Finally, number challenges arising are also outlined.
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ژورنال
عنوان ژورنال: Annual Reviews in Control
سال: 2022
ISSN: ['1872-9088', '1367-5788']
DOI: https://doi.org/10.1016/j.arcontrol.2022.09.003