Path integrals and symmetry breaking for optimal control theory

DOI10.1088/1742-5468/2005/11/P11011zbMath1456.49027arXivphysics/0505066OpenAlexW2026659355MaRDI QIDQ4968820

Hilbert J. Kappen

Publication date: 9 July 2019

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0505066

zbMATH Keywords

new applications of statistical mechanicsrobust and stochastic optimization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Equilibrium statistical mechanics (82B99) Optimality conditions for problems involving randomness (49K45)

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Uses Software

• bvp4c

Cites Work

• Exit probabilities and optimal stochastic control
• On the approximation of Feynman-Kac path integrals
• Solving ODEs with MATLAB
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