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Related papers: Entropy Regularised Deterministic Optimal Control:…

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We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…

Optimization and Control · Mathematics 2022-11-23 Ziyi Wang , Augustinos D. Saravanos , Hassan Almubarak , Oswin So , Evangelos A. Theodorou

Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

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

In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…

Optimization and Control · Mathematics 2019-11-27 Mingming Zhao , Yongfeng Li , Zaiwen Wen

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…

Machine Learning · Computer Science 2024-07-16 Yuhao Ding , Junzi Zhang , Hyunin Lee , Javad Lavaei

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

Learning-based control algorithms require data collection with abundant supervision for training. Safe exploration algorithms ensure the safety of this data collection process even when only partial knowledge is available. We present a new…

Robotics · Computer Science 2020-10-29 Yashwanth Kumar Nakka , Anqi Liu , Guanya Shi , Anima Anandkumar , Yisong Yue , Soon-Jo Chung

This work presents proximally optimal predictive control algorithm, which is essentially a model-based lateral controller for steered autonomous vehicles that selects an optimal steering command within the neighborhood of previous steering…

Robotics · Computer Science 2023-05-16 Chinmay Vilas Samak , Tanmay Vilas Samak , Sivanathan Kandhasamy

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Machine Learning · Computer Science 2017-11-13 Yichen Wang , Grady Williams , Evangelos Theodorou , Le Song

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…

Systems and Control · Computer Science 2013-06-07 Fabrizio Dabbene , Mario Sznaier , Roberto Tempo

We consider optimal control problems involving nonlinear ordinary differential equations with uncertain inputs. Using the sample average approximation, we obtain optimal control problems with ensembles of deterministic dynamical systems.…

Optimization and Control · Mathematics 2026-02-04 Olena Melnikov , Johannes Milz

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

Statistical Mechanics · Physics 2009-11-07 A. R. Lima , M. Argollo de Menezes