Fourier-Hermite Dynamic Programming for Optimal Control

In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier-Hermite series for approximating the action-value function arising in dynamic programming instead of the conventional Taylor-series expansion used in diff...

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Veröffentlicht in:	IEEE transactions on automatic control Jg. 68; H. 10; S. 1 - 8
Hauptverfasser:	Hassan, Syeda Sakira, Sarkka, Simo
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York IEEE 01.10.2023 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	approximate dynamic programming Convergence Costs differential dynamic programming Dynamic programming Fourier series Fourier–Hermite series Heuristic algorithms Jacobian matrices Nonlinear control Optimal control Series expansion sigma-point dynamic programming Taylor series trajectory optimization
ISSN:	0018-9286, 1558-2523
Online-Zugang:	Volltext
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