Stochastic trajectory optimization for mechanical systems with parametric uncertainties

George I. Boutselis
George I. Boutselis
Gerardo De La Tore
Gerardo De La Tore

arXiv: Optimization and Control, 2017.

Cited by: 6|Views13

Abstract:

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the stochastic system. Our approach constitutes an extension of the original Differential Dynamic Programmin...More

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