Iterative Path Integral Approach to Nonlinear Stochastic Optimal Control Under Compound Poisson Noise (Q5270485)
From MaRDI portal
scientific article; zbMATH DE number 6735094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative Path Integral Approach to Nonlinear Stochastic Optimal Control Under Compound Poisson Noise |
scientific article; zbMATH DE number 6735094 |
Statements
Iterative Path Integral Approach to Nonlinear Stochastic Optimal Control Under Compound Poisson Noise (English)
0 references
23 June 2017
0 references
stochastic optimal control
0 references
Lévy process
0 references
path-integral
0 references
nonlinear systems
0 references
Monte-Carlo method
0 references
