Stochastic differential equations on Banach spaces and their optimal feedback control

Author(s):  
N.U. Ahmed
Author(s):  
Jongeun Choi ◽  
Dejan Milutinović

This tutorial paper presents the expositions of stochastic optimal feedback control theory and Bayesian spatiotemporal models in the context of robotics applications. The presented material is self-contained so that readers can grasp the most important concepts and acquire knowledge needed to jump-start their research. To facilitate this, we provide a series of educational examples from robotics and mobile sensor networks.


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