Optimal steering of a linear stochastic system to a final probability distribution.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: CoRR (2014)
Keyphrases
- probability distribution
- optimal linear
- closed form
- stochastic processes
- linear systems
- database
- multistage
- monte carlo
- conditional probabilities
- piecewise linear
- semi infinite programming
- linear space
- simple linear
- stochastic model
- closed form solutions
- optimal design
- posterior probability
- random variables
- dynamic programming
- bayesian networks