In mathematics, unscented optimal control combines the notion of the unscented transform with deterministic optimal control to address a class of uncertain optimal control problems.
[1][2][3][4] It is a specific application of tychastic optimal control theory,[1][5][6][7] which is a generalization of Riemmann-Stieltjes optimal control theory,[8][9] a concept introduced by Ross and his coworkers.
Applying standard deterministic optimal control principles to this ensemble generates an unscented optimal control.
[10][11][12] Unscented optimal control is a special case of tychastic optimal control theory.
Unscented optimal control theory has been applied to UAV guidance,[12][14] spacecraft attitude control,[6] air-traffic control[15] and low-thrust trajectory optimization[2][10]