most citedChance-Constrained Stochastic Optimal Control via Path Integral and Finite Difference Methods

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math.OC2022★ 1 cited

Chance-Constrained Stochastic Optimal Control via Path Integral and Finite Difference Methods

Apurva Patil, Alfredo Duarte, Aislinn Smith +2

This paper addresses a continuous-time continuous-space chance-constrained stochastic optimal control (SOC) problem via a Hamilton-Jacobi-Bellman (HJB) partial differential equatio…