Stochastic differential dynamic programming

Proceedings of the 2010 American Control Conference, ACC 2010

Volumn , Issue , 2010, Pages 1125-1132

  Theodorou, Evangelos ^a   Tassa, Yuval ^b   Todorov, Emo ^c  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^c University of Washington   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE NOISE; ITERATIVE METHODS; NONLINEAR SYSTEMS; QUADRATIC PROGRAMMING; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

DIFFERENTIAL DYNAMIC PROGRAMMING; FIRST-ORDER APPROXIMATIONS; LINEAR QUADRATIC OPTIMAL CONTROL; MULTIPLICATIVE NOISE; MULTIPLICATIVE PROCESS; SECOND-ORDER EXPANSION; STOCHASTIC NONLINEAR SYSTEMS; STOCHASTIC OPTIMAL CONTROL;

DYNAMIC PROGRAMMING;

EID: 77957806923     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acc.2010.5530971     Document Type: Conference Paper

References (7)

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