Moving least-squares approximations for linearly-solvable stochastic optimal control problems

DOI10.1007/S11768-011-0275-0zbMath1249.93179OpenAlexW2115991640MaRDI QIDQ2887635

Mingyuan Zhong, Emanuel Todorov

Publication date: 1 June 2012

Published in: Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11768-011-0275-0

zbMATH Keywords

stochastic optimal controlBellman equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items (2)

A sparse Markov chain approximation of LQ-type stochastic control problems. ⋮ Analysis of interpolation schemes for the accurate estimation of energy spectrum in Lagrangian methods

Cites Work

• Meshless methods: An overview and recent developments
• Efficient computation of optimal actions
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design

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