Related papers: Performance of Model Predictive Control of POMDPs
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…
Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…
Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…
Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…
Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…
The focus of this paper is on solving multi-robot planning problems in continuous spaces with partial observability. Decentralized partially observable Markov decision processes (Dec-POMDPs) are general models for multi-robot coordination…
We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman's "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop…
The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…
A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…
We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…
The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…
In this paper, we consider the problem of controlling a partially observed Markov decision process (POMDP) in order to actively estimate its state trajectory over a fixed horizon with minimal uncertainty. We pose a novel active smoothing…
Many sequential decision problems involve optimizing one objective function while imposing constraints on other objectives. Constrained Partially Observable Markov Decision Processes (C-POMDP) model this case with transition uncertainty and…
Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…
In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…
This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…
POMDPs capture a broad class of decision making problems, but hardness results suggest that learning is intractable even in simple settings due to the inherent partial observability. However, in many realistic problems, more information is…
We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…
We consider a partially observable Markov decision problem (POMDP) that models a class of sequencing problems. Although POMDPs are typically intractable, our formulation admits tractable solution. Instead of maintaining a value function…
Model predictive control (MPC) for tracking is a recently introduced approach, which extends standard MPC formulations by incorporating an artificial reference as an additional optimization variable, in order to track external and…