Moving least-squares approximations for linearly-solvable stochastic optimal control problems

DOI10.1007/S11768-011-0275-0MaRDI QIDQ2887635zbMATH OpenOpenAlexFDO

Authors Mingyuan Zhong, Emanuel Todorov

Publication date 1 June 2012

Published in Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11768-011-0275-0

zbMATH Keywords

stochastic optimal controlBellman equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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Cites work

• Efficient computation of optimal actions
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Meshless methods: An overview and recent developments

Cited in

(2)

• Analysis of interpolation schemes for the accurate estimation of energy spectrum in Lagrangian methods
• A sparse Markov chain approximation of LQ-type stochastic control problems.

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