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: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
SAGE Publications
2018
|
| Online Access: | http://hdl.handle.net/1721.1/116272 https://orcid.org/0000-0002-2225-7275 https://orcid.org/0000-0002-0505-1400 |