Related papers: Deep $\mathcal{L}^1$ Stochastic Optimal Control Po…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…
In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…
In this paper, we present a real-time successive convexification algorithm for a generalized free-final-time 6-degree-of-freedom powered descent guidance problem. We build on our previous work by introducing the following contributions: (i)…
In this paper we present a new approach to solve the fuel-efficient powered descent guidance problem on large planetary bodies with no atmosphere (e.g. the Moon or Mars) using the recently developed Theory of Functional Connections. The…
In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equations (FBSDEs in short) through deep learning. We first…
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is the natural way of…
We introduce a new algorithm to solve constrained nonlinear optimal control problem, with an emphasis on low-thrust trajectory in highly nonlinear dynamics. The algorithm, dubbed Pontryagin-Bellman Differential Dynamic Programming (PDDP),…
Machine learning techniques have demonstrated their effectiveness in achieving autonomy and optimality for nonlinear and high-dimensional dynamical systems. However, traditional black-box machine learning methods often lack formal stability…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
This paper introduces a landing guidance strategy for reusable launch vehicles (RLVs) using a model predictive approach based on sequential convex programming (SCP). The proposed approach devises two distinct optimal control problems…
We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…
Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…
This paper presents an integrated Reinforcement Learning (RL) and Model Predictive Control (MPC) framework for autonomous satellite docking with a partially filled fuel tank. Traditional docking control faces challenges due to fuel sloshing…
Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…
This paper describes an online off-policy data-driven reinforcement learning based-algorithm to regulate and control the relative position of a deputy satellite in an autonomous satellite docking problem. The optimal control policy is…
This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…
Due to the sparse rewards and high degree of environment variation, reinforcement learning approaches such as Deep Deterministic Policy Gradient (DDPG) are plagued by issues of high variance when applied in complex real world environments.…
We present a comprehensive theoretical analysis of first-order methods for escaping strict saddle points in smooth non-convex optimization. Our main contribution is a Perturbed Saddle-escape Descent (PSD) algorithm with fully explicit…