Related papers: Distributionally Robust Path Integral Control

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

To address the power system hardening problem, traditional approaches often adopt robust optimization (RO) that considers a fixed set of concerned contingencies, regardless of the fact that hardening some components actually renders…

Reliable robotic manipulation requires control policies that can accurately represent and adapt to uncertainty arising from contact-rich interactions. Modern data-driven methods mitigate uncertainty through large-scale training and…

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…

The conditional diffusion model has been demonstrated as an efficient tool for learning robot policies, owing to its advancement to accurately model the conditional distribution of policies. The intricate nature of real-world scenarios,…

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

We introduce Parametric Density Path Optimization (PDPO), a novel method for computing action-minimizing paths between probability densities. The core idea is to represent the target probability path as the pushforward of a reference…

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal…

We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…

Recent studies have shown the great potential of diffusion models in improving reinforcement learning (RL) by modeling complex policies, expressing a high degree of multi-modality, and efficiently handling high-dimensional continuous…

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO is approximated by a regularized nominal problem. We show…

Increasing penetration of distributed energy resources complicate operations of electric power distribution systems by amplifying volatility of nodal power injections. On the other hand, these resources can provide additional control means…

We consider the problem of finding an optimal history-dependent routing strategy on a directed graph weighted by stochastic arc costs when the objective is to minimize the risk of spending more than a prescribed budget. To help mitigate the…

This paper presents an efficient model predictive path integral (MPPI) control framework for systems with complex nonlinear dynamics. To improve the computational efficiency of classic MPPI while preserving control performance, we replace…

Diffusion models have achieved state-of-the-art performance across multiple domains, with recent advancements extending their applicability to discrete data. However, aligning discrete diffusion models with task-specific preferences remains…