69 citations · 462 across the 66 of their papers we have counts for
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Linearly Solvable Stochastic Control Lyapunov Functions
Yoke Peng Leong, Matanya B. Horowitz, Joel W. Burdick
This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformatio…
Domain Decomposition for Stochastic Optimal Control
Matanya B. Horowitz, Ivan Papusha, Joel W. Burdick
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimi…
Linear Hamilton Jacobi Bellman Equations in High Dimensions
Matanya B. Horowitz, Anil Damle, Joel W. Burdick
The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calcula…
Semidefinite Relaxations for Stochastic Optimal Control Policies
Matanya B. Horowitz, Joel W. Burdick
Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation…