Optimal steering of a linear stochastic system to a final probability distribution, part II.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: CoRR (2014)
Keyphrases
- probability distribution
- optimal linear
- closed form
- piecewise linear
- stochastic processes
- semi infinite programming
- linear systems
- optimal control
- state dependent
- grassmann manifold
- data sets
- stochastic programming
- locally optimal
- learning automata
- base stock policies
- asymptotically optimal
- globally optimal
- stochastic model
- optimal design
- database
- posterior probability
- random variables
- least squares
- dynamic programming
- evolutionary algorithm
- optimal solution
- bayesian networks
- real time