Iterative Path Integral Approach to Nonlinear Stochastic Optimal Control Under Compound Poisson Noise

DOI10.1002/asjc.1402zbMath1365.93549OpenAlexW2540054870MaRDI QIDQ5270485

Yoshito Ohta, Okumura Yuta, Kenji Kashima

Publication date: 23 June 2017

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.1402

zbMATH Keywords

nonlinear systemsstochastic optimal controlLévy processMonte-Carlo methodpath-integral

Mathematics Subject Classification ID

Related Items (1)

Uncertain Method for Optimal Control Problems With Uncertainties Using Chebyshev Inclusion Functions

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