Stochastic Optimal Control based on Value-Function Approximation using Sinc Interpolation
نویسندگان
چکیده
منابع مشابه
Stochastic Optimal Control based on Value-Function Approximation using Sinc Interpolation
An efficient approach for solving stochastic optimal control problems is to employ dynamic programming (DP). For continuous-valued nonlinear systems, the corresponding DP recursion generally cannot be solved in closed form. Thus, a typical approach is to discretize the DP value functions in order to be able to carry out the calculation. Especially for multidimensional systems, either a large nu...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2008
ISSN: 1474-6670
DOI: 10.3182/20080706-5-kr-1001.01352