Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: IEEE Trans. Autom. Control. (2016)
Keyphrases
- probability distribution
- dynamic programming
- closed form
- stochastic processes
- optimal linear
- semi infinite programming
- stochastic dynamic programming
- random variables
- stochastic optimization
- simple linear
- piecewise linear
- posterior probability
- grassmann manifold
- minimum error
- state dependent
- optimal control
- database
- monte carlo
- worst case
- evolutionary algorithm
- computer science
- optimal solution
- objective function