Fast, Convexified Stochastic Optimal Open-Loop Control For Linear Systems Using Empirical Characteristic Functions

14 Mar 2020 Sivaramakrishnan Vignesh Oishi Meeko M. K.

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach... (read more)

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  • OPTIMIZATION AND CONTROL