Probabilistically-sound and asymptotically-optimal algorithm for stochastic control with trajectory constraints.

Vu Anh Huynh Emilio Frazzoli

Published in: CDC (2012)

Keyphrases

asymptotically optimal
worst case
learning algorithm
computational complexity
np hard
probabilistic model
optimal solution
dynamic programming
constrained optimization
objective function
search space
cost function
graphical models
mathematical model
closed form