Related papers: Progressive Optimal Path Sampling for Closed-Loop …
Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…
Accurate trajectory prediction is crucial for safe and efficient autonomous driving, but handling partial observations presents significant challenges. To address this, we propose a novel trajectory prediction framework called Partial…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…
Koopman-based modeling and model predictive control have been a promising alternative for optimal control of nonlinear processes. Good Koopman modeling performance significantly depends on an appropriate nonlinear mapping from the original…
We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…
Constrained Optimum Path (COP) problems appear in many real-life applications, especially on communication networks. Some of these problems have been considered and solved by specific techniques which are usually difficult to extend. In…
In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
Despite their success in massive engineering applications, deep neural networks are vulnerable to various perturbations due to their black-box nature. Recent study has shown that a deep neural network can misclassify the data even if the…
We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…
This paper proposes to parameterize open loop controls in stochastic optimal control problems via suitable classes of functionals depending on the driver's path signature, a concept adopted from rough path integration theory. We rigorously…
Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…
Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…
A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…
We study primal-dual type stochastic optimization algorithms with non-uniform sampling. Our main theoretical contribution in this paper is to present a convergence analysis of Stochastic Primal Dual Coordinate (SPDC) Method with arbitrary…