On Minimum-Dispersion Control of Nonlinear Diffusion Processes

This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient of our approach is the theoretical foundation calle...

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Vydané v:	arXiv.org
Hlavní autori:	Chertovskih, Roman, Pogodaev, Nikolay, Staritsyn, Maxim, A Pedro Aguiar
Médium:	Paper
Jazyk:	English
Vydavateľské údaje:	Ithaca Cornell University Library, arXiv.org 13.05.2024
Predmet:	Cost analysis Differential equations Fokker-Planck equation Mathematical analysis Monte Carlo simulation Nonlinear control Optimal control Steering Stochastic processes
ISSN:	2331-8422
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