LQG_update_transitions: Update Markov transition kernels with new policy

In jeremyhengjm/SchrodingerBridges: Numerical implementation of Schrodinger bridges

Description

# Function that takes the parameters produced by the policy recursion (LQG_policy_recursion) and the parameters of the previous Gaussian transition kernels, and outputs the parameters for the updated Gaussian transitions

Usage

LQG_update_transitions(policy_params, transitions)

Arguments

policy_params	list with keys: As bs cs
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: 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 inv.Smats array of size d x d x T

jeremyhengjm/SchrodingerBridges documentation built on May 13, 2019, 12:07 p.m.