An Iterative Method for Nonlinear Stochastic Optimal Control Based on Path Integrals

DOI10.1109/TAC.2016.2547979zbMATH Open1359.93541OpenAlexW2327668930MaRDI QIDQ2979282FDOQ2979282

Authors: Satoshi Satoh, Masami Saeki, Hilbert J. Kappen 

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2016.2547979

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Mathematics Subject Classification ID

Optimal stochastic control (93E20) Numerical methods of relaxation type (49M20) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Cited In (1)

• A stochastic optimal regulator for a class of nonlinear systems

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