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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

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of safety risk using the conditional value-at-risk and a set…

Optimization and Control · Mathematics 2018-02-23 Samantha Samuelson , Insoon Yang

We propose a stochastic projection-based gradient free physics-informed neural network. The proposed approach, referred to as the stochastic projection based physics informed neural network (SP-PINN), blends upscaled stochastic projection…

Computational Engineering, Finance, and Science · Computer Science 2022-09-29 Navaneeth N , Souvik Chakraborty

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

In recent years, scientific machine learning, particularly physic-informed neural networks (PINNs), has introduced new innovative methods to understanding the differential equations that describe power system dynamics, providing a more…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Huynh T. T. Tran , Hieu T. Nguyen

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…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

The importance and cost of time-domain simulations when studying power systems have exponentially increased in the last decades. With the growing share of renewable energy sources, the slow and predictable responses from large turbines are…

Systems and Control · Electrical Eng. & Systems 2025-10-08 Ignasi Ventura Nadal , Rahul Nellikkath , Spyros Chatzivasileiadis

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

This work introduces a novel paradigm for solving optimal control problems for hybrid dynamical systems under uncertainties. Robotic systems having contact with the environment can be modeled as hybrid systems. Controller design for hybrid…

Robotics · Computer Science 2024-11-04 Hongzhe Yu , Diana Frias Franco , Aaron M. Johnson , Yongxin Chen

The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…

Robotics · Computer Science 2017-02-28 Mustafa Mukadam , Ching-An Cheng , Xinyan Yan , Byron Boots

Physics-Informed Neural Networks (PINNs) offer a promising approach to solving differential equations and, more generally, to applying deep learning to problems in the physical sciences. We adopt a recently developed transfer learning…

Machine Learning · Computer Science 2022-11-02 Raphaël Pellegrin , Blake Bullwinkel , Marios Mattheakis , Pavlos Protopapas

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

Developing robot controllers in a simulated environment is advantageous but transferring the controllers to the target environment presents challenges, often referred to as the "sim-to-real gap". We present a method for continuous…

Robotics · Computer Science 2022-11-24 Sirui Chen , Keenon Werling , Albert Wu , C. Karen Liu

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

The accurate modelling of structural dynamics is crucial across numerous engineering applications, such as Structural Health Monitoring (SHM), seismic analysis, and vibration control. Often, these models originate from physics-based…

Computational Physics · Physics 2024-10-31 Marcus Haywood-Alexander , Giacomo Arcieri , Antonios Kamariotis , Eleni Chatzi
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