Related papers: Learning Locomotion Controllers for Walking Using …
Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…
Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches for solving high-dimensional PDEs through…
We study the problem of generating control laws for systems with unknown dynamics. Our approach is to represent the controller and the value function with neural networks, and to train them using loss functions adapted from the…
This paper presents a data-driven strategy to streamline the deployment of model-based controllers in legged robotic hardware platforms. Our approach leverages a model-free safe learning algorithm to automate the tuning of control gains,…
This work is devoted to the study of optimal control of stochastic functional differential equations (SFDEs) and its application to mathematical finance. By using the Dynkin formula and solution of the Dirichlet-Poisson problem, the…
We present a new algorithms to discretize a decoupled forward backward stochastic differential equations driven by pure jump L\'evy process (FBSDEL in short). The method is built in two steps. Firstly, we approximate the FBSDEL by a forward…
Locomotion of legged machines faces the problems of model complexity and computational costs. Algorithms based on complex models and/or reinforcement learning exist to solve the walking control task. In this project, we aim to develop a…
Humans can balance very well during walking, even when perturbed. But it seems difficult to achieve robust walking for bipedal robots. Here we describe the simplest balance controller that leads to robust walking for a linear inverted…
Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…
Safe navigation in real-time is an essential task for humanoid robots in real-world deployment. Since humanoid robots are inherently underactuated thanks to unilateral ground contacts, a path is considered safe if it is obstacle-free and…
For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…
Since Peng (1993) established a local maximum principle for a general stochastic control problem governed by forward-backward stochastic differential equations (FBSDEs), the corresponding partial differential equation (PDE) characterization…
In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from…
Recent studies have extended the use of the stochastic Hamilton-Jacobi-Bellman (HJB) equation to include complex variables for deriving quantum mechanical equations. However, these studies often assume that it is valid to apply the HJB…
The optimal stopping problem is one of the core problems in financial markets, with broad applications such as pricing American and Bermudan options. The deep BSDE method [Han, Jentzen and E, PNAS, 115(34):8505-8510, 2018] has shown great…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated random measure associated to a given pure jump Markov process X on a general state space K. We apply these results to prove well-posedness…
Whole-body control (WBC) is a generic task-oriented control method for feedback control of loco-manipulation behaviors in humanoid robots. The combination of WBC and model-based walking controllers has been widely utilized in various…
This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic…
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…