Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: IEEE Trans. Autom. Control. (2016)
Keyphrases
- probability distribution
- optimal linear
- stochastic processes
- dynamic programming
- random variables
- piecewise linear
- stochastic optimization
- machine learning
- bayesian networks
- database
- optimal solution
- monte carlo
- stochastic dynamic programming
- semi infinite programming
- locally optimal
- expected cost
- linear constraints
- closed form
- multiscale