118 citations · 697 across the 32 of their papers we have counts for
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math.OC2014★ 2 cited
Path integral formulation of stochastic optimal control with generalized costs
Insoon Yang, Matthias Morzfeld, Claire J. Tomlin +1
Path integral control solves a class of stochastic optimal control problems with a Monte Carlo (MC) method for an associated Hamilton-Jacobi-Bellman (HJB) equation. The MC approach…
math.NA2014★ 58 cited
Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
Fei Lu, Matthias Morzfeld, Xuemin Tu +1
Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpens…