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Optimal control #34

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axsk opened this issue Sep 27, 2024 · 1 comment
Open

Optimal control #34

axsk opened this issue Sep 27, 2024 · 1 comment

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@axsk
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axsk commented Sep 27, 2024

Once #29 is working it would be nice to have the pseudo optimal control $u^*$ based on $\chi$

@axsk
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axsk commented Sep 27, 2024

@joramkuntze
This is how I parametrized/implemented this for the paper, but it is rather messy.
I first parametrize the shift-scale
https://github.com/axsk/OptImpSampling.jl/blob/97edb8b805f78fbe87d29fd43db384127562c795/src/control.jl#L126
and then compute the optimal control from the parameters
https://github.com/axsk/OptImpSampling.jl/blob/97edb8b805f78fbe87d29fd43db384127562c795/src/ociso.jl#L71

I think this would benefit greatly from a clear pen&paper representation/parametrization, as I have a hard time understanding what I did there. The main culprit should be a good parametric representation of the shift-scale.

@axsk axsk mentioned this issue Oct 8, 2024
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