Lecture Notes: (Stochastic) Optimal Control
نویسنده
چکیده
2 Stochastic optimal control (discrete time) 2 2.1 The Linear-quadratic-Gaussian (LQG) case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2 Message passing in LQG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 Special case: kinematic control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.4 Special case: multiple kinematic task variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.5 Special case: Pseudo-dynamic process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.6 Special case: dynamic process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.7 Special case: multiple dynamic/kinematic task variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
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