TR2003-91
Non-Linear Stochastic Control in Continuous State Spaces by Exact Integration in Bellman's Equations
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- "Non-Linear Stochastic Control in Continuous State Spaces by Exact Integration in Bellman's Equations", International Conference on Automated Planning and Scheduling (ICAPS), June 2003.BibTeX TR2003-91 PDF
- @inproceedings{Nikovski2003jun2,
- author = {Nikovski, D. and Brand, M.},
- title = {Non-Linear Stochastic Control in Continuous State Spaces by Exact Integration in Bellman's Equations},
- booktitle = {International Conference on Automated Planning and Scheduling (ICAPS)},
- year = 2003,
- month = jun,
- url = {https://www.merl.com/publications/TR2003-91}
- }
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- "Non-Linear Stochastic Control in Continuous State Spaces by Exact Integration in Bellman's Equations", International Conference on Automated Planning and Scheduling (ICAPS), June 2003.
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MERL Contacts:
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Research Areas:
Abstract:
We present an algorithm for sequential control of tasks with non-linear stochastic dynamics in continuous state spaces, characterized by inhomogeneous noise. The algorithm performs approximate value iteration steps on a select set of prototypical states whose cost-to-go is approximated by means of a radial-basis function network. This allows the resulting Bellman's equations to be integrated exactly with respect to the transition densities of a large class of stochastic dynamical systems, resulting in a fast and efficient modified value-iteration procedure.
Related News & Events
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NEWS ICAPS 2003: 2 publications by Matthew Brand and Daniel Nikovski Date: June 9, 2003
Where: International Conference on Automated Planning and Scheduling (ICAPS)
MERL Contacts: Matthew Brand; Daniel N. NikovskiBrief- The papers "Decision-Theoretic Group Elevator Scheduling" by Nikovski, D. and Brand, M. and "Non-Linear Stochastic Control in Continuous State Spaces by Exact Integration in Bellman\'s Equations" by Nikovski, D. and Brand, M. were presented at the International Conference on Automated Planning and Scheduling (ICAPS).