The spectral linear filter method for a stochastic optimal control problem of partially observable systems

Abstract

Summary In this paper, two spectral methods are presented to solve a stochastic optimal control problem of a partially observable system. These two methods work together to solve such problems. In fact, solving such problems involves two cases: obtaining the control function and simulating the partially observable system. At first, a spectral linear filter is defined as a function of time to obtain an appropriate solution for a partially observable system. This linear filter is equipped with an orthogonal basis and it is made to predict the future behavior of this system. In this method, the goal is to approximate the trend of the partially observable system. The second method is suggested to achieve the optimal control corresponding to each sample path. In this method, the spectral Fourier transform is used. These two methods are used together to solve linear and nonlinear cases. In fact, the innovative contents of this paper are both the spectral linear filter and the suggested spectral optimal control method.

Dengue infection modeling and its optimal control analysis in East Java, Indonesia

“…The dengue model with the notified cases of humans is considered in [26] . The application of the optimal control technique is also utilized by the researchers in variety of problems, see the published work [27] , [28] , [29] . For instant, the authors in [27] considered stochastic optimal control problems by using the method of spectral linear filter and presented the results.…”

“…The application of the optimal control technique is also utilized by the researchers in variety of problems, see the published work [27] , [28] , [29] . For instant, the authors in [27] considered stochastic optimal control problems by using the method of spectral linear filter and presented the results. The dengue dynamics with asymptomatic carriers together with the applications of optimal control strategies have been studied in [28] .…”

An Optimal Control Analysis of Dengue Fever

“…In [26] the dengue model using human instances has been reported. Researchers have applied the optimal control technique to a range of issues [27] [28]. For example, in [27], the authors used the spectral linear filter approach to solve stochastic optimum control problems and presented their findings.…”

“…Researchers have applied the optimal control technique to a range of issues [27] [28]. For example, in [27], the authors used the spectral linear filter approach to solve stochastic optimum control problems and presented their findings. In [29] investigated the dynamics of dengue fever in asymptomatic carriers, as well as the use of appropriate control techniques.…”

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