Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Chance-Constrained Stochastic Optimal Control via Path Integral and
  Finite Difference Methods   This paper addresses a continuous-time continuous-space chance-constrained
stochastic optimal control (SOC) problem via a Hamilton-Jacobi-Bellman (HJB)
partial differential equation (PDE). Through Lagrangian relaxation, we convert
the chance-constrained (risk-constrained) SOC problem to a risk-minimizing SOC
problem, the cost function of which possesses the time-additive Bellman
structure. We show that the risk-minimizing control synthesis is equivalent to
solving an HJB PDE whose boundary condition can be tuned appropriately to
achieve a desired level of safety. Furthermore, it is shown that the proposed
risk-minimizing control problem can be viewed as a generalization of the
problem of estimating the risk associated with a given control policy. Two
numerical techniques are explored, namely the path integral and the finite
difference method (FDM), to solve a class of risk-minimizing SOC problems whose
associated HJB equation is linearizable via the Cole-Hopf transformation. Using
a 2D robot navigation example, we validate the proposed control synthesis
framework and compare the solutions obtained using path integral and FDM.

7
The categories of this paper are: hep-th
29
The categories of this paper are: funct-an
4
The categories of this paper are: cond-mat
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The categories of this paper are: quant-ph
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The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
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The categories of this paper are: nlin
35
The categories of this paper are: mtrl-th
16
The categories of this paper are: stat
33
The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
32
The categories of this paper are: atom-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: econ
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The categories of this paper are: adap-org
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The categories of this paper are: hep-ex