An incremental sampling-based algorithm for stochastic optimal control

An incremental sampling-based algorithm for stochastic optimal control

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Using the Markov chain approximation method and recent advances in sampling-based algorithms for deterministic path planning, we propose a novel algorithm called the incremental Markov Decisi...

Full description

Bibliographic Details
Main Authors: Huynh, Vu Anh (Contributor), Karaman, Sertac (Contributor), Frazzoli, Emilio (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor)
Format: Article
Language:English
Published: SAGE Publications, 2018-06-12T17:35:16Z.
Subjects:
Article
Online Access:Get fulltext

Internet

Get fulltext

Similar Items