long horizon optimal control

Random-Sampling Multipath Hypothesis Propagation for Cost Approximation in Long-Horizon Optimal Control

  • Hans D Mittelmann
  • Shankarachary Ragi
    • Categories Applications - Science and Engineering, Control Applications Tags , , ,

    In this paper, we develop a Monte-Carlo based heuristic approach to approximate the objective function in long horizon optimal control problems. In this approach, we evolve the system state over multiple trajectories into the future while sampling the noise disturbances at each time-step, and find the weighted average of the costs along all the trajectories. … Read more