TY - GEN
T1 - Graph-based stochastic control with constraints
T2 - 2013 1st American Control Conference, ACC 2013
AU - Agha-Mohammadi, Ali Akbar
AU - Chakravorty, Suman
AU - Amato, Nancy M.
PY - 2013/9/11
Y1 - 2013/9/11
N2 - This paper is concerned with the problem of stochastic optimal control (possibly with imperfect measurements) in the presence of constraints. We propose a computationally tractable framework to address this problem. The method lends itself to sampling-based methods where we construct a graph in the state space of the problem, on which a Dynamic Programming (DP) is solved and a closed-loop feedback policy is computed. The constraints are seamlessly incorporated to the control policy selection by including their effect on the transition probabilities of the graph edges. We present a unified framework that is applicable both in the state space (with perfect measurements) and in the information space (with imperfect measurements.)
AB - This paper is concerned with the problem of stochastic optimal control (possibly with imperfect measurements) in the presence of constraints. We propose a computationally tractable framework to address this problem. The method lends itself to sampling-based methods where we construct a graph in the state space of the problem, on which a Dynamic Programming (DP) is solved and a closed-loop feedback policy is computed. The constraints are seamlessly incorporated to the control policy selection by including their effect on the transition probabilities of the graph edges. We present a unified framework that is applicable both in the state space (with perfect measurements) and in the information space (with imperfect measurements.)
UR - http://www.scopus.com/inward/record.url?scp=84883521997&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84883521997&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84883521997
SN - 9781479901777
T3 - Proceedings of the American Control Conference
SP - 4581
EP - 4586
BT - 2013 American Control Conference, ACC 2013
Y2 - 17 June 2013 through 19 June 2013
ER -