Graph-based stochastic control with constraints: A unified approach with perfect and imperfect measurements

Ali Akbar Agha-Mohammadi, Suman Chakravorty, Nancy M. Amato

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.)

Original languageEnglish (US)
Title of host publication2013 American Control Conference, ACC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4581-4586
Number of pages6
ISBN (Print)9781479901777
DOIs
StatePublished - 2013
Externally publishedYes
Event2013 1st American Control Conference, ACC 2013 - Washington, DC, United States
Duration: Jun 17 2013Jun 19 2013

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Other

Other2013 1st American Control Conference, ACC 2013
Country/TerritoryUnited States
CityWashington, DC
Period6/17/136/19/13

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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