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<dc:title xml:lang="pl"><![CDATA[An information based approach to stochastic control problems]]></dc:title>
<dc:creator><![CDATA[Bania, Piotr]]></dc:creator>
<dc:subject xml:lang="pl"><![CDATA[stochastic control]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[feedback]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[information]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[entropy]]></dc:subject>
<dc:description xml:lang="pl"><![CDATA[An information based method for solving stochastic control problems with partial observation is proposed. First, information-theoretic lower bounds of the cost function are analysed. It is shown, under rather weak assumptions, that reduction in the expected cost with closed-loop control compared with the best open-loop strategy is upper bounded by a non-decreasing function of mutual information between control variables and the state trajectory. On the basis of this result, an "information based control" (IBC) method is developed.]]></dc:description>
<dc:description xml:lang="pl"><![CDATA[The main idea of IBC consists in replacing the original control task by a sequence of control problems that are relatively easy to solve and such that information about the system state is actively generated. Two examples of the IBC operation are given. It is shown that the method is able to find an optimal solution without using dynamic programming at least in these examples. Hence the computational complexity of IBC is substantially smaller than that of dynamic programming, which is the main advantage of the proposed method.]]></dc:description>
<dc:publisher><![CDATA[Zielona Góra: Uniwersytet Zielonogórski]]></dc:publisher>
<dc:contributor><![CDATA[Korbicz, Józef (1951- ) - red.]]></dc:contributor>
<dc:contributor><![CDATA[Uciński, Dariusz - red.]]></dc:contributor>
<dc:date><![CDATA[2020]]></dc:date>
<dc:type xml:lang="pl"><![CDATA[artykuł]]></dc:type>
<dc:identifier><![CDATA[http://www.zbc.uz.zgora.pl/repozytorium/Content/86058/AMCS_2020_30_1_2.pdf]]></dc:identifier>
<dc:identifier><![CDATA[https://zbc.uz.zgora.pl/repozytorium/dlibra/publication/101072/edition/86058/content]]></dc:identifier>
<dc:identifier><![CDATA[oai:zbc.uz.zgora.pl:86058]]></dc:identifier>
<dc:source xml:lang="pl"><![CDATA[AMCS, volume 30, number 1 (2020)]]></dc:source>
<dc:source xml:lang="pl"><![CDATA[https://www.amcs.uz.zgora.pl/?action=papers&issue=115]]></dc:source>
<dc:language><![CDATA[eng]]></dc:language>
<dc:relation><![CDATA[oai:zbc.uz.zgora.pl:publication:101072]]></dc:relation>
<dc:rights xml:lang="pl"><![CDATA[Biblioteka Uniwersytetu Zielonogórskiego]]></dc:rights>
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