matlab状态枚举法代码-POMDP:这是我的研究生研究项目的matlab代码
matlab状态枚举法代码聚甲醛
这项工作包含了我硕士的大部分研究项目。
这是为顺序假设检验找到最佳阈值。
顺序假设检验是部分可观察到的马尔可夫决策问题。
在顺序测试中，有两种错误。
当它为真时我们可能会拒绝原假设（也称为漏检），或者在某些替代假设为真时（也称为错误警报）我们可能会接受原假设。
我们做出错误的决定会产生成本，而当我们进行其他观察时会产生成本。
目的是设计一种最佳的停止规则，以最大程度地降低总成本。
我使用了不同的方法来计算最佳阈值，包括Sondik的枚举方法（请参见Method_1_alpha_vector）。
基于离散连续信念状态的值迭代（请参见Method_2_binary_grid）；
非凸优化与蒙特卡洛采样和渐近表达相结合（请参见Method_3_MC＆asymp）；
非凸优化与计算马尔可夫链的吸收概率相结合（请参见Method_4_OS＆DS）。
多维置信状态的离散化也包括在内（请参阅多维）。
所有代码均用Matlab
m编写。
文件。
我希望这对对这一领域的类似研究感兴趣的任何人有所帮助。
文件下载
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