Efficient Motion planning Algorithm for Stochastic Dynamic Systems with Constraints on Probability of Failure

Computer Science and Artifical Intelligence Laboratory Technical Report

Abstract:
When controlling dynamic systems such as mobile robots in uncertain environments, there is a trade off between risk and reward. ...
This paper proposes a new appoach to planning a control sequence with guaranteed risk bound.
...
We propose a two-stage optimization approach, with the upper stage optimizing the risk allocation and the lower stage calculating the optimal control sequence that maximizes the reward.

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