Abstract:In this thesis, a new inference-based solution to stochastic optimal control (SOC) for general nonlinear systems is developed. This novel method applies to standard SOC problem, as well as robust and risk-seeking variations. The presented approach unifies many existing works, and makes possible, inference-based approximations to be applied to robust, risk-seeking, and standard SOC problems. Thus, an approximate method based on extended Kalman filtering is developed and tested on the inverted pendulum problem, an… Show more
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