Related papers: Distributionally Robust Path Integral Control
Diffusion-based trajectory planners have demonstrated strong capability for modeling the multimodal nature of human driving behavior, but their reliance on iterative stochastic sampling poses critical challenges for real-time,…
This article extends the optimal covariance steering (CS) problem for discrete time linear stochastic systems modeled using moment-based ambiguity sets. To hedge against the uncertainty in the state distributions while performing covariance…
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…
This paper presents a tutorial overview of path integral (PI) control approaches for stochastic optimal control and trajectory optimization. We concisely summarize the theoretical development of path integral control to compute a solution…
Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…
Model Predictive Path Integral (MPPI) control, Reinforcement Learning (RL), and Diffusion Models have each demonstrated strong performance in trajectory optimization, decision-making, and motion planning. However, these approaches have…
Distributionally Robust Optimization (DRO), which aims to find an optimal decision that minimizes the worst case cost over the ambiguity set of probability distribution, has been widely applied in diverse applications, e.g., network…
Distributionally robust optimization (DRO) is an effective framework for controlling real-world systems with various uncertainties, typically modeled using distributional uncertainty balls. However, DRO problems often involve infinitely…
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…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
Diffusion Policies have demonstrated impressive performance in robotic manipulation tasks. However, their long inference time, resulting from an extensive iterative denoising process, and the need to execute an action chunk before the next…
Real-world deployments routinely face distribution shifts, group imbalances, and adversarial perturbations, under which the traditional Empirical Risk Minimization (ERM) framework can degrade severely. Distributionally Robust Optimization…
We study multistage distributionally robust optimization (DRO) to hedge against ambiguity in quantifying the underlying uncertainty of a problem. Recognizing that not all the realizations and scenario paths might have an "effect" on the…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…
This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…
Diffusion policies are a powerful paradigm for robotic control, but fine-tuning them with human preferences is fundamentally challenged by the multi-step structure of the denoising process. To overcome this, we introduce a Unified Markov…
Model Predictive Path Integral (MPPI) control is a type of sampling-based model predictive control that simulates thousands of trajectories and uses these trajectories to synthesize optimal controls on-the-fly. In practice, however, MPPI…
The distributionally robust optimization (DRO)-based graph neural network methods improve recommendation systems' out-of-distribution (OOD) generalization by optimizing the model's worst-case performance. However, these studies fail to…
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…