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We provide a data-driven framework for optimal control of a continuous-time stochastic dynamical system. The proposed framework relies on the linear operator theory involving linear Perron-Frobenius (P-F) and Koopman operators. Our first…

Optimization and Control · Mathematics 2022-02-04 Umesh Vaidya , Duvan Tellez-Castro

The solution to a stochastic optimal control problem can be determined by computing the value function from a discretization of the associated Hamilton-Jacobi-Bellman equation. Alternatively, the problem can be reformulated in terms of a…

Optimization and Control · Mathematics 2024-02-29 Sebastian Reich

Legged robots are increasingly entering new domains and applications, including search and rescue, inspection, and logistics. However, for such systems to be valuable in real-world scenarios, they must be able to autonomously and robustly…

Robotics · Computer Science 2025-01-30 Ilyass Taouil , Giulio Turrisi , Daniel Schleich , Victor Barasuol , Claudio Semini , Sven Behnke

We consider a singularly perturbed system of stochastic differential equations proposed by Chaudhari et al. (Res. Math. Sci. 2018) to approximate the Entropic Gradient Descent in the optimization of deep neural networks, via homogenisation.…

Optimization and Control · Mathematics 2024-03-11 Martino Bardi , Hicham Kouhkouh

Learning-based approaches have recently shown notable success in legged locomotion. However, these approaches often lack accountability, necessitating empirical tests to determine their effectiveness. In this work, we are interested in…

Robotics · Computer Science 2024-09-26 Xingpeng Xia , Jason J. Choi , Ayush Agrawal , Koushil Sreenath , Claire J. Tomlin , Somil Bansal

In this paper we introduce a new kind of Backward Stochastic Differential Equations, called ergodic BSDEs, which arise naturally in the study of optimal ergodic control. We study the existence, uniqueness and regularity of solution to…

Probability · Mathematics 2007-07-31 Marco Fuhrman , Ying Hu , Gianmario Tessitore

In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBS{\Delta}Ss). Two types of FBS{\Delta}Ss are investigated. The first one is described by a partially…

Optimization and Control · Mathematics 2019-01-01 Shaolin Ji , Haodong Liu

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

In this paper, we describe an approach to achieve dynamic legged locomotion on physical robots which combines existing methods for control with reinforcement learning. Specifically, our goal is a control hierarchy in which highest-level…

Robotics · Computer Science 2021-03-15 Kevin Green , Yesh Godse , Jeremy Dao , Ross L. Hatton , Alan Fern , Jonathan Hurst

We consider a classical finite horizon optimal control problem for continuous-time pure jump Markov processes described by means of a rate transition measure depending on a control parameter and controlled by a feedback law. For this class…

Probability · Mathematics 2015-01-20 Elena Bandini , Marco Fuhrman

For the deployment of legged robots in real-world environments, it is essential to develop robust locomotion control methods for challenging terrains that may exhibit unexpected deformability and irregularity. In this paper, we explore the…

Robotics · Computer Science 2025-04-21 Rohan P. Singh , Mitsuharu Morisawa , Mehdi Benallegue , Zhaoming Xie , Fumio Kanehiro

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

In this work, we introduce a control framework that combines model-based footstep planning with Reinforcement Learning (RL), leveraging desired footstep patterns derived from the Linear Inverted Pendulum (LIP) dynamics. Utilizing the LIP…

Robotics · Computer Science 2024-08-06 Ho Jae Lee , Seungwoo Hong , Sangbae Kim

In this paper, we propose a framework to build a memory of motion for warm-starting an optimal control solver for the locomotion task of a humanoid robot. We use HPP Loco3D, a versatile locomotion planner, to generate offline a set of…

Robotics · Computer Science 2020-03-02 Teguh Santoso Lembono , Carlos Mastalli , Pierre Fernbach , Nicolas Mansard , Sylvain Calinon

A novel discretization is presented for forward-backward stochastic differential equations (FBSDE) with differentiable coefficients, simultaneously solving the BSDE and its Malliavin sensitivity problem. The control process is estimated by…

Numerical Analysis · Mathematics 2021-10-12 Balint Negyesi , Kristoffer Andersson , Cornelis W. Oosterlee

Exoskeleton locomotion must be robust while being adaptive to different users with and without payloads. To address these challenges, this work introduces a data-driven predictive control (DDPC) framework to synthesize walking gaits for…

Robotics · Computer Science 2024-10-28 Kejun Li , Jeeseop Kim , Xiaobin Xiong , Kaveh Akbari Hamed , Yisong Yue , Aaron D. Ames

Developing robust locomotion for humanoid robots is a complex task due to the unstable nature of these robots and also to the unpredictability of the terrain. A robust locomotion planner is one of the fundamental components for generating…

Robotics · Computer Science 2019-09-17 Mohammadreza Kasaei , Nuno Lau , Artur Pereira

We study a stochastic optimal control problem for fully coupled forward-backward stochastic control systems with a nonempty control domain. For our problem, the first-order and second-order variational equations are fully coupled linear…

Optimization and Control · Mathematics 2018-12-05 Mingshang Hu , Shaolin Ji , Xiaole Xue

We consider an infinite horizon discounted optimal control problem for piecewise deterministic Markov processes, where a piecewise open-loop control acts continuously on the jump dynamics and on the deterministic flow. For this class of…

Optimization and Control · Mathematics 2015-12-08 Elena Bandini
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