Abstract:Controlling dynamical systems in uncertain environments is fundamental and essential in several fields, ranging from robotics, healthcare to economics and finance. In these applications, the required tasks can be modeled as continuous-time, continuous-space stochastic optimal control problems. Moreover, risk management is an important requirement of such problems to guarantee safety during the execution of control policies. However, even in the simplest version, finding closed-form or exact algorithmic solutio… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.