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A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…

Optimization and Control · Mathematics 2024-10-10 Yuichiro Aoyama , Peter Lehmamnn , Evangelos A. Theodorou

We present a framework for bi-level trajectory optimization in which a system's dynamics are encoded as the solution to a constrained optimization problem and smooth gradients of this lower-level problem are passed to an upper-level…

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

The objective of trajectory optimization algorithms is to achieve an optimal collision-free path between a start and goal state. In real-world scenarios where environments can be complex and non-homogeneous, a robot needs to be able to…

Robotics · Computer Science 2022-02-22 Yuheng Zhi , Nikhil Das , Michael Yip

Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The…

Optimization and Control · Mathematics 2025-10-22 Yuma Shida , Yuji Ito

We propose a novel centralized and decoupled algorithm, DDM, for solving multi-robot path planning problems in grid graphs, targeting on-demand and automated warehouse-like settings. Two settings are studied: a traditional one whose…

Robotics · Computer Science 2019-12-17 Shuai D. Han , Jingjin Yu

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

Control systems are at the core of every real-world robot. They are deployed in an ever-increasing number of applications, ranging from autonomous racing and search-and-rescue missions to industrial inspections and space exploration. To…

Robotics · Computer Science 2024-07-03 Yunlong Song , Davide Scaramuzza

Robots are widely used in industry due to their efficiency and high accuracy in performance. One of the most intriguing issues in manufacturing stage of production line is to minimize significantly high percentage of energy consumed by…

Robotics · Computer Science 2018-06-26 Sourya Dipta Das , Victor Bain , Pratyusha Rakshit

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó

Differential-driven wheeled robots (DWR) represent the quintessential type of mobile robots and find extensive appli- cations across the robotic field. Most high-performance control approaches for DWR explicitly utilize the linear and…

Robotics · Computer Science 2025-11-18 Yong Li , Yujun Huang , Yi Chen , Hui Cheng

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

Differentiable programming has recently received much interest as a paradigm that facilitates taking gradients of computer programs. While the corresponding flexible gradient-based optimization approaches so far have been used predominantly…

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

The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…

Optimization and Control · Mathematics 2019-02-08 Panos Parpas , Corey Muir

A key ingredient to achieving intelligent behavior is physical understanding that equips robots with the ability to reason about the effects of their actions in a dynamic environment. Several methods have been proposed to learn dynamics…

Robotics · Computer Science 2020-01-24 David Millard , Eric Heiden , Shubham Agrawal , Gaurav S. Sukhatme

Optimization-based robot control strategies often rely on first-order dynamics approximation methods, as in iLQR. Using second-order approximations of the dynamics is expensive due to the costly second-order partial derivatives of the…

Robotics · Computer Science 2022-08-16 Shubham Singh , Ryan P. Russell , Patrick M. Wensing

Risk-averse multistage stochastic programs appear in multiple areas and are challenging to solve. Stochastic Dual Dynamic Programming (SDDP) is a well-known tool to address such problems under time-independence assumptions. We show how to…

Optimization and Control · Mathematics 2023-04-21 Bernardo Freitas Paulo da Costa , Vincent Leclère