Stochastic Variational Integrators for System Propagation and Linearization

DOI10.19124/IMA.2015.001.17zbMath1498.49029OpenAlexW2773877031MaRDI QIDQ5092748

Gerardo de la Torre, Evangelos A. Theodorou

Publication date: 22 July 2022

Published in: Proceedings of the IMA Conference on Mathematics of Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.19124/ima.2015.001.17

zbMATH Keywords

stochastic differential dynamical programmingstochastic variational integrator

Mathematics Subject Classification ID

Dynamic programming (90C39) Existence of optimal solutions to problems involving randomness (49J55) Existence theories for optimal control problems involving relations other than differential equations (49J21)

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