2016
DOI: 10.1007/978-3-319-49781-5
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Optimal Control

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Cited by 15 publications
(5 citation statements)
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“…In this section, we obtain the optimality conditions of ML-POSC by employing Pontryagin's minimum principle [22][23][24][25] on the probability density function space (Figure 2 (bottom right)). The conventional approach in ML-POSC [14] and MFSC [30,31] can be interpreted as a conversion from Bellman's dynamic programming principle (Figure 2 (top right)) to Pontryagin's minimum principle (Figure 2 (bottom right)) on the probability density function space.…”
Section: Pontryagin's Minimum Principlementioning
confidence: 99%
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“…In this section, we obtain the optimality conditions of ML-POSC by employing Pontryagin's minimum principle [22][23][24][25] on the probability density function space (Figure 2 (bottom right)). The conventional approach in ML-POSC [14] and MFSC [30,31] can be interpreted as a conversion from Bellman's dynamic programming principle (Figure 2 (top right)) to Pontryagin's minimum principle (Figure 2 (bottom right)) on the probability density function space.…”
Section: Pontryagin's Minimum Principlementioning
confidence: 99%
“…In this section, we briefly review Pontryagin's minimum principle in deterministic control [22][23][24][25].…”
Section: Fundingmentioning
confidence: 99%
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“…In fact, the ubiquitous use of state estimators (such as Kalman Filters) are, in fact, optimal solutions in the least-square sense [172]. In addition, this emphasis on optimality is central to Optimal Control [165] in its various modern forms as LQR, LQG, iLQR, iLQG (e.g., [173].). From its inception, however, the emphasis on optimality has proven problematic to stability margins, which has led to other forms of control such as robust control, path integral control, model predictive control, etc.…”
Section: Feasible Rather Than Optimal Functionmentioning
confidence: 99%