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Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Nonlinear model predictive control (NMPC) has gained widespread use in many applications. Its formulation traditionally involves repetitively solving a nonlinear constrained optimization problem online. In this paper, we investigate NMPC…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Iman Askari , Shen Zeng , Huazhen Fang

Adaptive importance sampling (AIS) uses past samples to update the \textit{sampling policy} $q_t$ at each stage $t$. Each stage $t$ is formed with two steps : (i) to explore the space with $n_t$ points according to $q_t$ and (ii) to exploit…

Statistics Theory · Mathematics 2018-10-04 Bernard Delyon , François Portier

Executing a control sequence requires computation. While this is a simple observation, developing a framework that relates a controller's required computation to its ability to successfully control a system (e.g. lower control cost) is…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Justin Ting , Jing Shuang Li

This paper presents the development and analysis of an asymptotically compatible (AC) unfitted finite element method for one-dimensional nonlocal elliptic interface problems. The proposed method achieves optimal error estimates through…

Numerical Analysis · Mathematics 2025-12-23 Haixia Dong , Ziqing Xie , Jiwei Zhang

Consider the problem of minimizing the sum of two convex functions, one being smooth and the other non-smooth. In this paper, we introduce a general class of approximate proximal splitting (APS) methods for solving such minimization…

Optimization and Control · Mathematics 2014-04-23 Mojtaba Kadkhodaie , Maziar Sanjabi , Zhi-Quan Luo

An asymptotically optimal sampling-based planner employs sampling to solve robot motion planning problems and returns paths with a cost that converges to the optimal solution cost, as the number of samples approaches infinity. This…

Robotics · Computer Science 2022-01-07 Kostas E. Bekris , Rahul Shome

Approximate model-predictive control (AMPC) aims to imitate an MPC's behavior with a neural network, removing the need to solve an expensive optimization problem at runtime. However, during deployment, the parameters of the underlying MPC…

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

Discrete-time stochastic optimal control remains a challenging problem for general, nonlinear systems under significant uncertainty, with practical solvers typically relying on the certainty equivalence assumption, replanning and/or…

Systems and Control · Electrical Eng. & Systems 2021-03-12 Joe Watson , Jan Peters

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

Autonomous exploration in unknown environments requires estimating the information gain of an action to guide planning decisions. While prior approaches often compute information gain at discrete waypoints, pathwise integration offers a…

Robotics · Computer Science 2025-08-04 Seungjae Baek , Brady Moon , Seungchan Kim , Muqing Cao , Cherie Ho , Sebastian Scherer , Jeong hwan Jeon

We introduce the notion of importance sampling under embedded barrier state control, titled Safety Controlled Model Predictive Path Integral Control (SC-MPPI). For robotic systems operating in an environment with multiple constraints, hard…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Manan Gandhi , Hassan Almubarak , Evangelos Theodorou

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…

Robotics · Computer Science 2015-03-03 Grady Williams , Eric Rombokas , Tom Daniel

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

This paper presents a novel Stochastic Optimal Control (SOC) method based on Model Predictive Path Integral control (MPPI), named Stein Variational Guided MPPI (SVG-MPPI), designed to handle rapidly shifting multimodal optimal action…

Robotics · Computer Science 2024-03-04 Kohei Honda , Naoki Akai , Kosuke Suzuki , Mizuho Aoki , Hirotaka Hosogaya , Hiroyuki Okuda , Tatsuya Suzuki

Model Predictive Path Integral (MPPI) control is a widely used sampling-based approach for real-time control, valued for its flexibility in handling arbitrary dynamics and cost functions. However, it often suffers from high-frequency noise…

Systems and Control · Electrical Eng. & Systems 2026-02-04 Piotr Kicki

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie