An efficient Kullback-Leibler optimization algorithm for probabilistic control design
This paper addresses the problem of iterative optimization of the Kullback-Leibler (KL) divergence on discrete (finite) probability spaces. Traditionally, the problem is formulated in the constrained optimization framework and is tackled by gradient like methods. Here, it is shown that performing th...
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| Format: | bachelorThesis |
| Language: | eng |
| Published: |
2012
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| Online Access: | http://hdl.handle.net/10174/4586 |
| Country: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/4586 |