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Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

A distributed stochastic optimal control solution is presented for cooperative multi-agent systems. The network of agents is partitioned into multiple factorial subsystems, each of which consists of a central agent and neighboring agents.…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

Deception is helpful for agents masking their intentions from an observer. We consider a team of agents deceiving their supervisor. The supervisor defines nominal behavior for the agents via reference policies, but the agents share an…

Optimization and Control · Mathematics 2024-10-28 Caleb Probine , Mustafa O. Karabag , Ufuk Topcu

The use of deceptive strategies is important for an agent that attempts not to reveal his intentions in an adversarial environment. We consider a setting in which a supervisor provides a reference policy and expects an agent to follow the…

Optimization and Control · Mathematics 2023-01-04 Mustafa O. Karabag , Melkior Ornik , Ufuk Topcu

This paper proposes an agent-based optimistic policy iteration (OPI) scheme for learning stationary optimal stochastic policies in multi-agent Markov Decision Processes (MDPs), in which agents incur a Kullback-Leibler (KL) divergence cost…

Artificial Intelligence · Computer Science 2024-10-22 Khaled Nakhleh , Ceyhun Eksin , Sabit Ekin

We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and…

Optimization and Control · Mathematics 2012-01-19 B. Kappen , V. Gomez , M. Opper

We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…

Optimization and Control · Mathematics 2024-12-12 Marc Lambert , Francis Bach , Silvère Bonnabel

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…

Robotics · Computer Science 2022-03-01 Daniel Layeghi , Steve Tonneau , Michael Mistry

Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Kaito Ito , Kenji Kashima

We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

Kullback Leibler (KL) control problems allow for efficient computation of optimal control by solving a principal eigenvector problem. However, direct applicability of such framework to continuous state-action systems is limited. In this…

Systems and Control · Computer Science 2014-08-28 Takamitsu Matsubara , Vicenç Gómez , Hilbert J. Kappen

Deceptive path planning enables autonomous agents to obscure their true goals from observers by deviating from an expected optimal path. Prior work largely solves full-horizon, end-to-end optimization for single agents, which is expensive…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Xubin Fang , Brian M. Sadler , Rick S. Blum

Many of the recent trajectory optimization algorithms alternate between linear approximation of the system dynamics around the mean trajectory and conservative policy update. One way of constraining the policy change is by bounding the…

Machine Learning · Computer Science 2018-07-03 Riad Akrour , Abbas Abdolmaleki , Hany Abdulsamad , Jan Peters , Gerhard Neumann

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Ján Boldocký , Shahriar Dadras Javan , Martin Gulan , Martin Mönnigmann , Ján Drgoňa

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

Many real-world multi-agent systems exhibit nonlinear dynamics and complex inter-agent interactions. As these systems increase in scale, the main challenges arise from achieving scalability and handling nonconvexity. To address these…

Optimization and Control · Mathematics 2025-10-22 Taehyun Yoon , Augustinos D. Saravanos , Evangelos A. Theodorou

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric…

Machine Learning · Computer Science 2012-08-14 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar
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