A Conjugate Unscented Transform-Based Scheme for Optimal Control with Terminal State Constraints.
Michael MercurioPuneet SinglaManoranjan MajjiPublished in: ACC (2018)
Keyphrases
- optimal control
- dynamic programming
- control problems
- optimal control problems
- control strategy
- feedback control
- constrained optimization
- machine learning
- brownian motion
- infinite horizon
- linear programming problems
- reinforcement learning
- risk sensitive
- real time
- class of nonlinear systems
- particle filter
- linear quadratic