Finite horizon linear quadratic Gaussian density regulator with Wasserstein terminal cost.
Abhishek HalderEric D. B. WendelPublished in: ACC (2016)
Keyphrases
- linear quadratic
- finite horizon
- optimal control
- average cost
- infinite horizon
- gaussian density
- closed loop
- dynamic programming
- vector valued
- dynamical systems
- optimal policy
- markov decision processes
- control strategy
- gaussian mixture
- markov decision process
- total cost
- long run
- real time
- multistage
- support vector
- multiscale
- appearance model
- statistical model