Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems

DOI10.1016/J.NAHS.2024.101499zbMATH Open1544.93849MaRDI QIDQ6581269

Armin Nurkanović, Author name not available (Why is that?), Author name not available (Why is that?), Moritz Diehl

Publication date: 30 July 2024

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal controlnonsmooth dynamicsnumerical optimal controluncertain initial value

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Numerical methods in optimal control (49M99)

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