I left Marlboro College and went back to Brandeis in 1969 to complete my Ph.D. At that time, I intended to study and write a thesis in mathematical physics. However, I wound up doing a thesis in pure ...
Abstract: This paper proposes a new iterative solution method for nonlinear stochastic optimal control problems based on path integral analysis. First, we provide an iteration law for solving a ...
In a paper by Willems et al., it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a ...