1 citations · 1 across the 1 of their papers we have counts for
2 papers
eess.SY2013
A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control
Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli
In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states…
cs.RO2012★ 1 cited
An Incremental Sampling-based Algorithm for Stochastic Optimal Control
Vu Anh Huynh, Sertac Karaman, Emilio Frazzoli
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and…