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The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…

Optimization and Control · Mathematics 2018-03-28 Ivan V. Kazachkov

Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…

Machine Learning · Computer Science 2016-11-23 Jiequn Han , Weinan E

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

Simulation environments are good for learning different driving tasks like lane changing, parking or handling intersections etc. in an abstract manner. However, these simulation environments often restrict themselves to operate under…

Machine Learning · Computer Science 2021-11-01 Ashish Rana , Avleen Malhi

Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…

Optimization and Control · Mathematics 2024-10-22 Tobias K. S. Ritschel

We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…

Optimization and Control · Mathematics 2017-01-10 Jakša Cvitanić , Dylan Possamaï , Nizar Touzi

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…

Optimization and Control · Mathematics 2021-08-18 Yongxin Chen

This paper addresses planning and control of robot motion under uncertainty that is formulated as a continuous-time, continuous-space stochastic optimal control problem, by developing a topology-guided path integral control method. The path…

Robotics · Computer Science 2022-08-01 Jung-Su Ha , Soon-Seo Park , Han-Lim Choi

Data-Enabled Predictive Control (DeePC) bypasses the need for system identification by directly leveraging raw data to formulate optimal control policies. However, the size of the optimization problem in DeePC grows linearly with respect to…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Yihan Zhou , Yiwen Lu , Zishuo Li , Jiaqi Yan , Yilin Mo

We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the solution of dynamic programming in probability spaces…

Optimization and Control · Mathematics 2024-04-09 Antonio Terpin , Nicolas Lanzetti , Florian Dörfler

Existing approaches to diffusion-based inverse problem solvers frame the signal recovery task as a probabilistic sampling episode, where the solution is drawn from the desired posterior distribution. This framework suffers from several…

Machine Learning · Computer Science 2024-12-24 Henry Li , Marcus Pereira

Robust control policy learning for autonomous driving requires training environments to be both physically realistic and computationally scalable, properties that existing simulators provide only in isolation. We introduce Sim2Sim2Sim, a…

Robotics · Computer Science 2026-05-05 Xunjiang Gu , Kashyap Chitta , Mahsa Golchoubian , Vladimir Suplin , Igor Gilitschenski

Motivated by perception-based control problems in autonomous systems, this paper addresses the problem of developing feedback controllers to regulate the inputs and the states of a dynamical system to optimal solutions of an optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Liliaokeawawa Cothren , Gianluca Bianchin , Sarah Dean , Emiliano Dall'Anese

This paper introduces a local planner that synergizes the decision making and trajectory planning modules towards autonomous driving. The decision making and trajectory planning tasks are jointly formulated as a nonlinear programming…

Robotics · Computer Science 2024-12-02 Wenru Liu , Haichao Liu , Lei Zheng , Zhenmin Huang , Jun Ma

Expert human drivers perform actions relying on traffic laws and their previous experience. While traffic laws are easily embedded into an artificial brain, modeling human complex behaviors which come from past experience is a more…

Multiagent Systems · Computer Science 2019-03-05 Giulio Bacchiani , Daniele Molinari , Marco Patander

This paper considers the optimal distributed control problem for a linear stochastic multi-agent system (MAS). Due to the distributed nature of MAS network, the information available to an individual agent is limited to its vicinity. From…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Hojin Lee , Cheolhyeon Kwon

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the…

Machine Learning · Computer Science 2021-02-19 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

Ever since the concepts of dynamic programming were introduced, one of the most difficult challenges has been to adequately address high-dimensional control problems. With growing dimensionality, the utilisation of Deep Neural Networks…

Machine Learning · Computer Science 2024-06-14 Frederik Kelbel

End-to-end visual-based imitation learning has been widely applied in autonomous driving. When deploying the trained visual-based driving policy, a deterministic command is usually directly applied without considering the uncertainty of the…

Robotics · Computer Science 2019-07-19 Lei Tai , Peng Yun , Yuying Chen , Congcong Liu , Haoyang Ye , Ming Liu