Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
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Publication:3542904
DOI10.1080/00207170701364913zbMATH Open1194.93222OpenAlexW2066557929MaRDI QIDQ3542904FDOQ3542904
Authors: Weiwei Li, Emanuel Todorov 
Publication date: 1 December 2008
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170701364913
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Cites Work
- Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
- Title not available (Why is that?)
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise
- State-feedback control of systems with multiplicative noise via linear matrix inequalities
- Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- Discrete time LQG controls with control dependent noise
- Estimation and control of systems with unknown covariance and multiplicative noise
- State feedback control of linear systems in the presence of devices with finite signal-to-noise ratio
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Controller design of systems with multiplicative noise
- A new recursive filter for systems with multiplicative noise
- A globally convergent and efficient method for unconstrained discrete-time optimal control
Cited In (17)
- Iterative Procedures in Application of the LQG Approach to Control Problems for Polynomial Stochastic Systems
- Moving least-squares approximations for linearly-solvable stochastic optimal control problems
- A planar neuro-musculoskeletal arm model in post-stroke patients
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems
- Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator
- Choquet Regularization for Continuous-Time Reinforcement Learning
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- Successive Linearization NMPC for a Class of Stochastic Nonlinear Systems
- Title not available (Why is that?)
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II
- Efficient computation of optimal open-loop controls for stochastic systems
- Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations
- Robust \(H_\infty\) repetitive control for a class of linear stochastic switched systems with time delay
- Optimal control of human-like musculoskeletal arm: prediction of trajectory and muscle forces
- An Iterative Method for Nonlinear Stochastic Optimal Control Based on Path Integrals
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