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.Full text not available from this repository.
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)|
|Divisions:||Div F > Signal Processing and Communications|
|Depositing User:||Unnamed user with email email@example.com|
|Date Deposited:||18 May 2016 18:22|
|Last Modified:||30 Aug 2016 23:31|