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Title: Sampling-based algorithms for continuous-time POMDPs
Authors: Chaudhari, P.
Karaman, S.
Hsu, D. 
Frazzoli, E.
Issue Date: 2013
Source: Chaudhari, P.,Karaman, S.,Hsu, D.,Frazzoli, E. (2013). Sampling-based algorithms for continuous-time POMDPs. Proceedings of the American Control Conference : 4604-4610. ScholarBank@NUS Repository.
Abstract: This paper focuses on a continuous-time, continuous-space formulation of the stochastic optimal control problem with nonlinear dynamics and observation noise. We lay the mathematical foundations to construct, via incremental sampling, an approximating sequence of discrete-time finite-state partially observable Markov decision processes (POMDPs), such that the behavior of successive approximations converges to the behavior of the original continuous system in an appropriate sense. We also show that the optimal cost function and control policies for these POMDP approximations converge almost surely to their counterparts for the underlying continuous system in the limit. We demonstrate this approach on two popular continuous-time problems, viz., the Linear-Quadratic-Gaussian (LQG) control problem and the light-dark domain problem. © 2013 AACC American Automatic Control Council.
Source Title: Proceedings of the American Control Conference
ISBN: 9781479901777
ISSN: 07431619
Appears in Collections:Staff Publications

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