Nonlinear Covariance Control via Differential Dynamic Programming

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This problem is considerably more complicated than previous studies on...

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Hauptverfasser:	Yi, Zeji, Cao, Zhefeng, Theodorou, Evangelos, Chen, Yongxin
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Systems and Control
Online-Zugang:	Volltext bestellen
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