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Monte Carlo approaches to nonlinear optimal control

de Villiers, JP and Godsill, SJ and Singh, SS (2008) Monte Carlo approaches to nonlinear optimal control. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

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Abstract

This paper explores the use of Monte Carlo techniques in deterministic nonlinear optimal control. Inter-dimensional population Markov Chain Monte Carlo (MCMC) techniques are proposed to solve the nonlinear optimal control problem. The linear quadratic and Acrobot problems are studied to demonstrate the successful application of the relevant techniques.

Item Type: Monograph (Technical Report)
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 07 Mar 2014 12:27
Last Modified: 10 Mar 2014 16:27
DOI:

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