Optimal steering of a linear stochastic system to a final probability distribution, Part III.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: CoRR (2016)
Keyphrases
- probability distribution
- closed form
- optimal linear
- stochastic processes
- piecewise linear
- random variables
- optimal solution
- semi infinite programming
- stochastic dynamic programming
- optimal design
- monte carlo
- dynamic programming
- posterior probability
- worst case
- learning automata
- simple linear
- artificial neural networks
- data sets