An incremental sampling-based algorithm for stochastic optimal control
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Using the Markov chain approximation method and recent advances in sampling-based algorithms for deterministic path planning, we propose a novel algorithm called the incremental Markov Decisi...
Main Authors: | Huynh, Vu Anh (Contributor), Karaman, Sertac (Contributor), Frazzoli, Emilio (Contributor) |
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Other Authors: | Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor) |
Format: | Article |
Language: | English |
Published: |
SAGE Publications,
2018-06-12T17:35:16Z.
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Subjects: | |
Online Access: | Get fulltext |
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