Sequential convex programming for non-linear stochastic optimal control

Riccardo Bonalli, Thomas Lew, Marco Pavone

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)
Original languageEnglish
Article number64
JournalESAIM - Control, Optimisation and Calculus of Variations
Volume28
DOIs
Publication statusPublished - 2022
Externally publishedYes

ASJC Scopus Subject Areas

  • Control and Systems Engineering
  • Control and Optimization
  • Computational Mathematics

Keywords

  • Nonlinear stochastic optimal controlsequential convex programmingconvergence of Pontryagin extremal snumerical deterministic reformulation

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