Related papers: Risk Sensitive Path Integral Control
We present an algorithm which combines recent advances in model based path integral control with machine learning approaches to learning forward dynamics models. We take advantage of the parallel computing power of a GPU to quickly take a…
Precise motion control of underactuated surface vessels is a crucial task in various maritime applications. In this work, we develop a nonlinear motion control strategy for surface vessels inspired by the pursuit guidance philosophy. Any…
This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorithm, that have been proposed in the literature for numerical…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
Decentralized stochastic control problems with local information involve problems where multiple agents and subsystems which are coupled via dynamics and/or cost are present. Typically, however, the dynamics of such couplings is complex and…
In this paper, a risk map-based path planning algorithm is introduced for autonomous vehicles. Multivariate B-splines are implemented to generate a risk map, which measures the risk of colliding with different objects. In the following…
We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…
In this paper, we present a novel Model Predictive Control method for autonomous robots subject to arbitrary forms of uncertainty. The proposed Risk-Aware Model Predictive Path Integral (RA-MPPI) control utilizes the Conditional…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…
We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…
This work presents proximally optimal predictive control algorithm, which is essentially a model-based lateral controller for steered autonomous vehicles that selects an optimal steering command within the neighborhood of previous steering…
In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in…
While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
We propose a Stochastic MPC (SMPC) approach for autonomous driving which incorporates multi-modal, interaction-aware predictions of surrounding vehicles. For each mode, vehicle motion predictions are obtained by a control model described…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…