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We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…
Motion planning classically concerns the problem of accomplishing a goal configuration while avoiding obstacles. However, the need for more sophisticated motion planning methodologies, taking temporal aspects into account, has emerged. To…
Control algorithms such as model predictive control (MPC) and state estimators rely on a number of different parameters. The performance of the closed loop usually depends on the correct setting of these parameters. Tuning is often done…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…
The research in parallel machine scheduling in combinatorial optimization suggests that the desirable parallel efficiency could be achieved when the jobs are sorted in the non-increasing order of processing times. In this paper, we find…
Linear Model Predictive Control (MPC) has been successfully used for generating feasible walking motions for humanoid robots. However, the effect of uncertainties on constraints satisfaction has only been studied using Robust MPC (RMPC)…
This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…
Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…
Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…
A method to create a highly homogeneous magnetic field by applying topology optimized, additively manufactured shimming elements is investigated. The topology optimization algorithm can calculate a suitable permanent and nonlinear soft…
Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…