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Yoke Peng Leong

2 accepted papers

2016

Sequential alternating least squares for solving high dimensional linear Hamilton-Jacobi-Bellman equation

IROS 2016poster

This paper presents a technique to efficiently solve the Hamilton-Jacobi-Bellman (HJB) equation for a class of stochastic affine nonlinear dynamical systems in high dimensions. The HJB solution provides a globally optimal controller to the associated dynamical system. However, the curse of dimension…

Cited by 35SourceScholar