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Related papers: Path Integral Control and State Dependent Feedback

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We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

Systems and Control · Computer Science 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feyman-Kac path integral and can be estimated using Monte Carlo sampling. In this contribution we review path…

Systems and Control · Computer Science 2016-03-23 Hilbert Johan Kappen , Hans Christian Ruiz

We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric…

Machine Learning · Computer Science 2012-08-14 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

Robotics · Computer Science 2022-03-21 Hyung-Jin Yoon , Chuyuan Tao , Hunmin Kim , Naira Hovakimyan , Petros Voulgaris

Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…

Systems and Control · Computer Science 2012-03-19 Bart van den Broek , Wim Wiegerinck , Hilbert Kappen

This paper presents a tutorial overview of path integral (PI) control approaches for stochastic optimal control and trajectory optimization. We concisely summarize the theoretical development of path integral control to compute a solution…

Robotics · Computer Science 2023-12-05 Muhammad Kazim , JunGee Hong , Min-Gyeom Kim , Kwang-Ki K. Kim

Path integral control is an effective method in cancer drug treatment, providing a structured approach to handle the complexities and unpredictability of tumor behavior. Utilizing mathematical principles from physics, this technique…

Tissues and Organs · Quantitative Biology 2024-12-19 Jason Sonith

We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…

Optimization and Control · Mathematics 2017-06-09 Pablo Pedregal

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Systems and Control · Computer Science 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

This work introduces a novel paradigm for solving optimal control problems for hybrid dynamical systems under uncertainties. Robotic systems having contact with the environment can be modeled as hybrid systems. Controller design for hybrid…

Robotics · Computer Science 2024-11-04 Hongzhe Yu , Diana Frias Franco , Aaron M. Johnson , Yongxin Chen

The success of the model predictive path integral control (MPPI) approach depends on the appropriate selection of the input distribution used for sampling. However, it can be challenging to select inputs that satisfy output constraints in…

Systems and Control · Electrical Eng. & Systems 2024-08-16 Leon , Yan , Santosh Devasia

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

This work addresses the problem of robot interaction in complex environments where online control and adaptation is necessary. By expanding the sample space in the free energy formulation of path integral control, we derive a natural…

Robotics · Computer Science 2020-06-08 Ian Abraham , Ankur Handa , Nathan Ratliff , Kendall Lowrey , Todd D. Murphey , Dieter Fox

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

General Physics · Physics 2009-11-11 H. J. Kappen

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

In this paper we develop a Model Predictive Path Integral (MPPI) control algorithm based on a generalized importance sampling scheme and perform parallel optimization via sampling using a Graphics Processing Unit (GPU). The proposed…

Systems and Control · Computer Science 2015-10-29 Grady Williams , Andrew Aldrich , Evangelos Theodorou

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

In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…

Optimization and Control · Mathematics 2013-03-06 Shanjian Tang , Fu Zhang

The theory of controlled mechanical systems of [6, 3, 4] is extended to the case of ideal incompressible fluids consisting of charged particles in the presence of an external magnetic field. The resulting control is of feedback type and…

Mathematical Physics · Physics 2021-03-10 Simon Hochgerner
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