Probabilistic control and majorisation of optimal control

DOI10.1016/J.SYSCONLE.2024.105837MaRDI QIDQ6590401zbMATH OpenFDO

Authors Tom Lefebvre

Publication date 21 August 2024

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SYSCONLE.2024.105837

zbMATH Keywords

control as inferenceinformation theorymajorization-minimizationoptimal controlprobability theory

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Fully probabilistic control design
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Cites work

• Adaptive importance sampling for control and inference
• Axiomatisation of fully probabilistic design
• Axiomatisation of fully probabilistic design revisited
• Bayesian filtering and smoothing
• Dynamic programming and optimal control. Vol. 2
• Elements of Information Theory
• Fully probabilistic control design
• scientific article; zbMATH DE number 1016965 (Why is no real title available?)
• scientific article; zbMATH DE number 1790585 (Why is no real title available?)
• scientific article; zbMATH DE number 7646020 (Why is no real title available?)
• MM optimization algorithms
• Optimal control as a graphical model inference problem
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Pattern recognition and machine learning.
• Probabilistic machine learning. An introduction
• Risk-sensitive linear/quadratic/gaussian control
• Towards fully probabilistic control design

Cited in

(1)

• Leveraging probabilistic optimal control for efficient trajectory optimization

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