Corpus ID: 16760085

Risk sensitive nonlinear optimal control with measurement uncertainty

  title={Risk sensitive nonlinear optimal control with measurement uncertainty},
  author={B. Ponton and S. Schaal and L. Righetti},
  • B. Ponton, S. Schaal, L. Righetti
  • Published 2016
  • Mathematics, Computer Science
  • ArXiv
  • We present an algorithm to synthesize locally-optimal feedback controllers that take into account additive process and measurement noise for nonlinear stochastic optimal control problems. The algorithm is based on an exponential performance criteria which allows to optimize not only the expected value of the cost, but also a linear combination of its higher order moments; thereby, the cost of uncertainty can be taken into account for synthesis of robust or risk-sensitive policies. The method… CONTINUE READING
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