LQG_policy_recursion: Compute backward recursion to obtain the optimal policy
In jeremyhengjm/SchrodingerBridges: Numerical implementation of Schrodinger bridges
Description
Usage
Arguments
Value
Description
Compute backward recursion to obtain the optimal policy, which has
the form at time t -log(psi_t) = x_t' A_t x_t + x_t'b_t + c_t.
Usage
1
LQG_policy_recursion(RNderiv, transitions)
Arguments
RNderiv
list with keys:
A
b
c
transitions
list with keys:
Kmats array of size d x d x T
rvecs array of size d x T
Smats array of size d x d x T
Value
list with keys:
As
bs
cs
jeremyhengjm/SchrodingerBridges documentation built on May 13, 2019, 12:07 p.m.
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Description Usage Arguments Value
Description
Compute backward recursion to obtain the optimal policy, which has the form at time t -log(psi_t) = x_t' A_t x_t + x_t'b_t + c_t.
Usage
1 | LQG_policy_recursion(RNderiv, transitions)
|
Arguments
RNderiv |
list with keys:
|
transitions |
list with keys:
|
Value
list with keys:
As
bs
cs
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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