A new scalable algorithm for computational optimal control under uncertainty
Panos Lambrianides, Qi Gong, Daniele Venturi
Topics & Concepts
DiscretizationScalabilityNonlinear systemComputer scienceComputationOptimal controlMathematical optimizationStochastic controlPath (computing)AlgorithmMathematicsPhysicsQuantum mechanicsMathematical analysisDatabaseProgramming languageMarkov Chains and Monte Carlo MethodsProbabilistic and Robust Engineering DesignAdvanced Numerical Methods in Computational Mathematics