Sequential convex programming for non-linear stochastic optimal control

Riccardo Bonalli; Thomas Lew; Marco Pavone

doi:10.1051/cocv/2022060

Sequential convex programming for non-linear stochastic optimal control

Riccardo Bonalli, Thomas Lew, Marco Pavone

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	64
Journal	ESAIM - Control, Optimisation and Calculus of Variations
Volume	28
DOIs	https://doi.org/10.1051/cocv/2022060
Publication status	Published - 2022
Externally published	Yes

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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10.1051/cocv/2022060

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Bonalli, R., Lew, T., & Pavone, M. (2022). Sequential convex programming for non-linear stochastic optimal control. ESAIM - Control, Optimisation and Calculus of Variations, 28, Article 64. https://doi.org/10.1051/cocv/2022060

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title = "Sequential convex programming for non-linear stochastic optimal control",

keywords = "Nonlinear stochastic optimal controlsequential convex programmingconvergence of Pontryagin extremal snumerical deterministic reformulation",

author = "Riccardo Bonalli and Thomas Lew and Marco Pavone",

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year = "2022",

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language = "English",

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journal = "ESAIM - Control, Optimisation and Calculus of Variations",

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Sequential convex programming for non-linear stochastic optimal control

ASJC Scopus Subject Areas

Keywords

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