A Study on Solutions to Finite-Time Optimal Control Problems by Numerical Gaussian Processes

• Published in: 2019 12th Asian Control Conference (ASCC) pp. 399 - 404
• Main Authors: Beppu, Hirofumi, Maruta, Ichiro, Fujitmoto, Kenji
• Format: Conference Proceeding
• Language: English
• Published: JSME 01.06.2019
• Subjects: Differential equations; Dynamic programming; Gaussian distribution; Gaussian processes; Gradient methods; Mathematical model; Optimal control

This paper proposes solutions to finite-time optimal control problems based on numerical Gaussian processes. In the proposed method, Hamilton-Jacobi-Bellman (HJB) equations are formulated using Euler method to be solved by numerical Gaussian processes. In order to incorporate information of systems...