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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

Optimal motion planning involves obstacles avoidance where path planning is the key to success in optimal motion planning. Due to the computational demands, most of the path planning algorithms can not be employed for real-time based…

Robotics · Computer Science 2022-02-15 Geesara Kulathunga

We tackle the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain time-varying locations. The uncertainties are modeled using widely accepted Gaussian distributions, resulting in a…

Systems and Control · Electrical Eng. & Systems 2021-08-16 Vasileios Lefkopoulos , Maryam Kamgarpour

In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…

Optimization and Control · Mathematics 2022-08-16 Simone Göttlich , Thomas Schillinger

In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…

Optimization and Control · Mathematics 2022-12-13 Shuhan Lyu

We consider problems in which a mobile robot samples an unknown function defined over its operating space, so as to find a global optimum of this function. The path traveled by the robot matters, since it influences energy and time…

Robotics · Computer Science 2023-12-19 Tudor Santejudean , Lucian Busoniu

We consider the problem of finding an optimal history-dependent routing strategy on a directed graph weighted by stochastic arc costs when the objective is to minimize the risk of spending more than a prescribed budget. To help mitigate the…

Data Structures and Algorithms · Computer Science 2016-02-23 Arthur Flajolet , Sebastien Blandin , Patrick Jaillet

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbances which affect the dynamics. Recently, stochastic optimal…

Optimization and Control · Mathematics 2023-03-03 Clara Leparoux , Riccardo Bonalli , Bruno Hérissé , Frédéric Jean

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 paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…

Artificial Intelligence · Computer Science 2013-02-28 Stephen G. Pimentel , Lawrence M. Brem

This paper introduces a graph-based, potential-guided method for path planning problems in unknown environments, where obstacles are unknown until the robots are in close proximity to the obstacle locations. Inspired by optimal transport…

Optimization and Control · Mathematics 2019-09-26 Haoyan Zhai , Magnus Egerstedt , Haomin Zhou

Network models provide an efficient way to represent many real life problems mathematically. In the last few decades, the field of network optimization has witnessed an upsurge of interest among researchers and practitioners. The network…

Artificial Intelligence · Computer Science 2021-03-16 Saibal Majumder

We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…

Probability · Mathematics 2017-12-06 N. Baradel , B. Bouchard , Ngoc Minh Dang

In this paper we study strongly robust optimal control problems under volatility uncertainty. In the $G$-framework we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust…

Optimization and Control · Mathematics 2014-04-14 Francesca Biagini , Thilo Meyer-Brandis , Bernt Øksendal , Krzysztof Paczka

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…

Discrete Mathematics · Computer Science 2017-05-24 Fabian Mies , Britta Peis , Andreas Wierz

Probabilistic sampling-based algorithms, such as the probabilistic roadmap (PRM) and the rapidly-exploring random tree (RRT) algorithms, represent one of the most successful approaches to robotic motion planning, due to their strong…

Robotics · Computer Science 2016-05-04 Lucas Janson , Brian Ichter , Marco Pavone

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki