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Ensuring safe navigation in complex environments requires accurate real-time traversability assessment and understanding of environmental interactions relative to the robot`s capabilities. Traditional methods, which assume simplified…

Robotics · Computer Science 2025-04-30 Pascal Roth , Jonas Frey , Cesar Cadena , Marco Hutter

Deep reinforcement learning (deep RL) holds the promise of automating the acquisition of complex controllers that can map sensory inputs directly to low-level actions. In the domain of robotic locomotion, deep RL could enable learning…

Machine Learning · Computer Science 2019-06-20 Tuomas Haarnoja , Sehoon Ha , Aurick Zhou , Jie Tan , George Tucker , Sergey Levine

In this paper, the stochastic verification theorems for stochastic control problems of reflected forward-backward stochastic differential equations are studied. We carry out the work within the frameworks of classical and viscosity…

Optimization and Control · Mathematics 2023-06-07 Lu Liu , Xinlei Hu , Qingmeng Wei

Partial-assistance exoskeletons hold significant potential for gait rehabilitation by promoting active participation during (re)learning of normative walking patterns. Typically, the control of interaction torques in partial-assistance…

We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…

Numerical Analysis · Mathematics 2023-08-29 Daniel Bussell , Camilo Andrés García-Trillos

In this paper, we introduce a novel approach to centroidal state estimation, which plays a crucial role in predictive model-based control strategies for dynamic legged locomotion. Our approach uses the Koopman operator theory to transform…

Robotics · Computer Science 2024-10-08 Shahram Khorshidi , Murad Dawood , Maren Bennewitz

This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…

Numerical Analysis · Mathematics 2025-07-01 Xun Tang , Nan Sheng , Lexing Ying

In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…

Mathematical Finance · Quantitative Finance 2025-11-25 Hasib Uddin Molla , Matthew Backhouse , Ankit Banarjee , Jinniao Qiu

Walking motion planning based on Divergent Component of Motion (DCM) and Linear Inverted Pendulum Model (LIPM) is one of the alternatives that could be implemented to generate online humanoid robot gait trajectories. This algorithm requires…

We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes exploit time-splitting methods for the variation of constants…

Numerical Analysis · Mathematics 2018-05-01 Kazufumi Ito , Yufei Zhang , Jun Zou

We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…

Numerical Analysis · Mathematics 2023-01-31 Wansheng Wang , Jie Wang , Jinping Li , Feifei Gao , Yi Fu

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

We propose a generative framework for learning stochastic dynamics from endpoint and intermediate distributional observations. The method formulates generation as a McKean-Vlasov control problem in which terminal and time-marginal laws are…

Optimization and Control · Mathematics 2026-05-12 Samer El Boustany , Samy Mekkaoui , Yadh Hafsi , Alexandre Alouadi , Huyên Pham

Differentiable simulators promise to improve sample efficiency in robot learning by providing analytic gradients of the system dynamics. Yet, their application to contact-rich tasks like locomotion is complicated by the inherently…

Dynamic locomotion in rough terrain requires accurate foot placement, collision avoidance, and planning of the underactuated dynamics of the system. Reliably optimizing for such motions and interactions in the presence of imperfect and…

Robotics · Computer Science 2022-08-18 Ruben Grandia , Fabian Jenelten , Shaohui Yang , Farbod Farshidian , Marco Hutter

Forward-backward stochastic differential equations (FBSDEs) have been generalized by introducing jumps for better capturing random phenomena, while the resulting FBSDEs are far more intricate than the standard one from every perspective. In…

Numerical Analysis · Mathematics 2024-10-15 Reiichiro Kawai , Riu Naito , Toshihiro Yamada

A linear quadratic (LQ) stochastic optimization system involving large population, which is driven by forward-backward stochastic differential equation (FBSDE), is investigated in this paper. Agents cooperate with each other to minimize the…

Optimization and Control · Mathematics 2024-04-30 Guangchen Wang , Shujun Wang , Jie Xiong

In this work, we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), where the deep neural network (DNN) models are trained not only…

Numerical Analysis · Mathematics 2024-04-15 Lorenc Kapllani , Long Teng

We study an optimal control problem on infinite horizon for a controlled stochastic differential equation driven by Brownian motion, with a discounted reward functional. The equation may have memory or delay effects in the coefficients,…

Optimization and Control · Mathematics 2017-10-19 F. Confortola , A. Cosso , M. Fuhrman
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