matlab实现 首先先写一个Bellman equation的函数,该函数给定一个value function,将其带入到等式右侧,求解最优化下对于每个初始值k的新的最大化value function的值。最终目标是求解出来的新的value function和代入的值一致为止。 function[TV optK]=It...
Matlab/Octave代码详解。代码请见: https://www.bilibili.com/read/cv20060597~~~, 视频播放量 70784、弹幕量 125、点赞数 1492、投硬币枚数 930、收藏人数 894、转发人数 150, 视频作者 DR_CAN, 作者简介 Ph.D. in Dynamics and Control 机器人工程
三、值函数迭代与MATLAB代码 首先,Bellman算子TV=maxk′u(f(k)+(1−δ)k−k′)+βV(k′)是一个压缩映射。根据压缩映射定理(Contraction Mapping Theorem),从任意一点V0(k)出发,经过n次的压缩映射后,Vn(k)=TnV0(k)存在极限,且该极限是一个不动点。因此,依据上述理论,可以使用值函数迭代(Value Func...
如果更新前后的值函数的范数小于收敛参数,即‖V1(k)−V0(k)‖<ε那么停止循环;反之,将V1(k)赋给V0(k),并重复第三步直至收敛。 三、MATLAB代码与结果 主代码 %%%%%%%%%%%%%%%%% Parameter Setting %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%alpha=0.4;% Capital sharebeta=0.96;% Discou...
댓글:Prerna Mishra2022년 10월 17일 Hey all, I have a dynamic programming problem. I have two endogenous and one exogenous state variables and I need to code this in Matlab. All states are continuous (time is discrete). I can easily code a value function iteration when there is ...
This paper introduces the YADPF package, a collection of reusable MATLAB functions to solve deterministic discrete-time optimal control problems using a dynamic programming algorithm. For finite- and infinite-horizon optimal control problems, two types of dynamic programming algorithms are implemented: ...
When my course Optimal Control and Dynamic Programming transitioned to an online model during the COVID-19 pandemic, MATLAB® live scripts proved invaluable. They enabled me to teach complex concepts in a way that was interactive, engaging, and better suited to onl...
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In subject area: Economics, Econometrics and Finance A Viterbi search is a dynamic programming algorithm that finds the optimal path based on the probabilities of phonetic categories as well as the probabilities of phonetic durations. From: Encyclopedia of Information Systems, 2003 ...
(obj,'unitheader') command when this particular data type is loaded. This works well and I can access the added property just fine, but it doesn't show up in the Variable Editor. This is confusing for users, even ones that are experienced in MATLAB but don't have much back...