Probabilistic ODE solvers for integration error-aware numerical optimal control.
Amon LahrFilip TronarpNathanael BoschJonathan SchmidtPhilipp HennigMelanie N. ZeilingerPublished in: L4DC (2024)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- risk sensitive
- optimal control problems
- control strategy
- reinforcement learning
- class of nonlinear systems
- control law
- bayesian networks
- numerically stable
- infinite horizon
- probabilistic model
- lyapunov function
- multistage
- nonlinear systems
- ordinary differential equations
- brownian motion
- stochastic control
- machine learning