Optimal Steering of a Linear Stochastic System to a Final Probability Distribution - Part III.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: IEEE Trans. Autom. Control. (2018)
Keyphrases
- probability distribution
- closed form
- semi infinite programming
- minimum error
- neural network
- optimal solution
- optimal linear
- random variables
- piecewise linear
- stochastic processes
- optimal design
- table of contents
- database
- simple linear
- markov chain
- state dependent
- lower bound
- regret bounds
- error tolerance
- bayesian networks
- stochastic dynamic programming
- data sets