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math.OC2024
Kernel-Based Optimal Control: An Infinitesimal Generator Approach
Petar Bevanda, Nicolas Hoischen, Tobias Wittmann +3
This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverag…
math.OC2024
Data-Driven Stochastic Optimal Control in Reproducing Kernel Hilbert Spaces
Nicolas Hoischen, Petar Bevanda, Stefan Sosnowski +2
This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where b…