МоделированиеСША и Запад
Higher-Order Approximation of Exit Functionals in Sampling-Based Stochastic Model Predictive Control
arXiv:2609.25257v1 Announce Type: new Abstract: Safety evaluation in sampling-based stochastic model predictive control often requires numerical estimation of exit functionals. The approximation of first-exit times and exit indicators is therefore a key numerical bottleneck, and discretization…