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Model predictive path integral (MPPI) is a sampling-based method for solving complex model predictive control (MPC) problems, but its real-time implementation faces two key challenges: the computational cost and sample requirements grow…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Viet-Anh Le , Renukanandan Tumu , Rahul Mangharam

Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…

Optimization and Control · Mathematics 2024-12-24 Yue Lin , Daniel Zhuoyu Long , Viet Anh Nguyen , Jin Qi

Robot sequential decision-making in the real world is a challenge because it requires the robots to simultaneously reason about the current world state and dynamics, while planning actions to accomplish complex tasks. On the one hand,…

Artificial Intelligence · Computer Science 2023-10-03 Shiqi Zhang , Piyush Khandelwal , Peter Stone

Partially Observable Markov Decision Processes (POMDP) is a widely used model to represent the interaction of an environment and an agent, under state uncertainty. Since the agent does not observe the environment state, its uncertainty is…

Artificial Intelligence · Computer Science 2021-04-16 Divya Grover , Christos Dimitrakakis

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

Several approximate policy iteration schemes without value functions, which focus on policy representation using classifiers and address policy learning as a supervised learning problem, have been proposed recently. Finding good policies…

Machine Learning · Statistics 2009-12-30 Christos Dimitrakakis , Michail G. Lagoudakis

Decentralized multi-agent navigation under uncertainty is a complex task that arises in numerous robotic applications. It requires collision avoidance strategies that account for both kinematic constraints, sensing and action execution…

Robotics · Computer Science 2025-08-01 Stepan Dergachev , Konstantin Yakovlev

Improving sample efficiency has been a longstanding goal in reinforcement learning. This paper proposes $\mathtt{VRMPO}$ algorithm: a sample efficient policy gradient method with stochastic mirror descent. In $\mathtt{VRMPO}$, a novel…

Machine Learning · Computer Science 2022-02-10 Long Yang , Yu Zhang , Gang Zheng , Qian Zheng , Pengfei Li , Jianhang Huang , Jun Wen , Gang Pan

Stochastic Optimal Control provides a unified mathematical framework for solving complex decision-making problems, encompassing paradigms such as maximum entropy reinforcement learning(RL) and imitation learning(IL). However, conventional…

Machine Learning · Computer Science 2026-02-23 Hang Liu , Sangli Teng , Maani Ghaffari

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

Artificial Intelligence · Computer Science 2011-06-02 N. L. Zhang , W. Zhang

Making Smart Cities more sustainable, resilient and democratic is emerging as an endeavor of satisfying hard constraints, for instance meeting net-zero targets. Decentralized multi-agent methods for socio-technical optimization of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-29 Srijoni Majumdar , Chuhao Qin , Evangelos Pournaras

Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…

Artificial Intelligence · Computer Science 2014-01-16 Stéphane Ross , Joelle Pineau , Sébastien Paquet , Brahim Chaib-draa

Cooperative multi-agent reinforcement learning (MARL) involves complex agent interactions and requires effective exploration strategies. A prominent class of MARL algorithms, decentralized softmax policy gradient (DecSPG), addresses this…

Multiagent Systems · Computer Science 2026-05-11 Yuyang Zhang , Haldun Balim , Na Li

This paper looks at solving collaborative planning problems formalized as Decentralized POMDPs (Dec-POMDPs) by searching for Nash equilibria, i.e., situations where each agent's policy is a best response to the other agents' (fixed)…

Artificial Intelligence · Computer Science 2021-09-21 Yang You , Vincent Thomas , Francis Colas , Olivier Buffet

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

The ability to reuse previous policies is an important aspect of human intelligence. To achieve efficient policy reuse, a Deep Reinforcement Learning (DRL) agent needs to decide when to reuse and which source policies to reuse. Previous…

Artificial Intelligence · Computer Science 2022-10-18 Jin Zhang , Siyuan Li , Chongjie Zhang

We generalize the derivation of model predictive path integral control (MPPI) to allow for a single joint distribution across controls in the control sequence. This reformation allows for the implementation of adaptive importance sampling…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Dylan M. Asmar , Ransalu Senanayake , Shawn Manuel , Mykel J. Kochenderfer

We consider the problem of approximate belief-state monitoring using particle filtering for the purposes of implementing a policy for a partially-observable Markov decision process (POMDP). While particle filtering has become a widely-used…

Artificial Intelligence · Computer Science 2013-01-14 Pascal Poupart , Luis E. Ortiz , Craig Boutilier

Recent years have seen the development of methods for multiagent planning under uncertainty that scale to tens or even hundreds of agents. However, most of these methods either make restrictive assumptions on the problem domain, or provide…

Artificial Intelligence · Computer Science 2015-07-21 Frans A. Oliehoek , Matthijs T. J. Spaan , Stefan Witwicki