Introduces a stochastic DDP algorithm that optimizes nominal controls and feedback gains for belief-state trajectory problems under partial observability without relying on the separation principle.
Covariance Control Theory
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Stochastic Differential Dynamic Programming for Trajectory Optimization under Partial Observability
Introduces a stochastic DDP algorithm that optimizes nominal controls and feedback gains for belief-state trajectory problems under partial observability without relying on the separation principle.