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Path integral control solves a class of stochastic optimal control problems with a Monte Carlo (MC) method for an associated Hamilton-Jacobi-Bellman (HJB) equation. The MC approach avoids the need for a global grid of the domain of the HJB…

Optimization and Control · Mathematics 2014-08-26 Insoon Yang , Matthias Morzfeld , Claire J. Tomlin , Alexandre J. Chorin

We generalize the derivation of model predictive path integral control (MPPI) to allow for a single joint distribution across controls in the control sequence. This reformation allows for the implementation of adaptive importance sampling…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Dylan M. Asmar , Ransalu Senanayake , Shawn Manuel , Mykel J. Kochenderfer

We introduce the notion of importance sampling under embedded barrier state control, titled Safety Controlled Model Predictive Path Integral Control (SC-MPPI). For robotic systems operating in an environment with multiple constraints, hard…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Manan Gandhi , Hassan Almubarak , Evangelos Theodorou

Auto encoding models have been extensively studied in recent years. They provide an efficient framework for sample generation, as well as for analysing feature learning. Furthermore, they are efficient in performing interpolations between…

Machine Learning · Statistics 2021-03-30 Adam Lindhe , Carl Ringqvist , Henrik Hult

We consider the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…

Biomolecules · Quantitative Biology 2023-07-19 Lars Holdijk , Yuanqi Du , Ferry Hooft , Priyank Jaini , Bernd Ensing , Max Welling

This paper introduces a novel distributed optimization technique for networked systems, which removes the dependency on specific parameter choices, notably the learning rate. Traditional parameter selection strategies in distributed…

Optimization and Control · Mathematics 2024-04-23 Rodrigo Aldana-López , Alessandro Macchelli , Giuseppe Notarstefano , Rosario Aragüés , Carlos Sagüés

In this paper we address the problem to compute state dependent feedback controls for path integral control problems. To this end we generalize the path integral control formula and utilize this to construct parameterized state dependent…

Optimization and Control · Mathematics 2016-01-06 Sep Thijssen , H. J. Kappen

In this paper, we consider signal interpolation of discrete-time signals which are decimated nonuniformly. A conventional interpolation method is based on the sampling theorem, and the resulting system consists of an ideal filter with…

Information Theory · Computer Science 2013-08-14 Masaaki Nagahara , Masaki Ogura , Yutaka Yamamoto

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Sampling-based model-predictive controllers have become a powerful optimization tool for planning and control problems in various challenging environments. In this paper, we show how the default choice of uncorrelated Gaussian distributions…

This paper investigates a sample-based solution to the hybrid mode control problem across non-differentiable and algorithmic hybrid modes. Our approach reasons about a set of hybrid control modes as an integer-based optimization problem…

Robotics · Computer Science 2026-03-09 Yilang Liu , Haoxiang You , Ian Abraham

For a nonlinear stochastic path planning problem, sampling-based algorithms generate thousands of random sample trajectories to find the optimal path while guaranteeing safety by Lagrangian penalty methods. However, the sampling-based…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Chuyuan Tao , Hunmin Kim , Hyungjin Yoon , Naira Hovakimyan , Petros Voulgaris

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

This paper introduces a method for Model Predictive Path Integral (MPPI) control that optimizes sample generation towards an optimal trajectory through Stein Variational Gradient Descent (SVGD). MPPI relies upon predictive rollout of…

Robotics · Computer Science 2026-04-01 Jace Aldrich , Odest Chadwicke Jenkins

We propose an improved Path Integral Monte Carlo (PIMC) algorithm called Harmonic PIMC (H-PIMC) and its generalization, Mixed PIMC (M-PIMC). PIMC is a powerful tool for studying quantum condensed phases. However, it often suffers from a low…

Computational Physics · Physics 2026-05-22 Sourav Karmakar , Sutirtha Paul , Adrian Del Maestro , Barak Hirshberg

In this work, we present a novel sampling-based path planning method, called SPRINT. The method finds solutions for high dimensional path planning problems quickly and robustly. Its efficiency comes from minimizing the number of collision…

Robotics · Computer Science 2021-06-02 Daniel Rakita , Bilge Mutlu , Michael Gleicher

This work presents a diffusion transformer framework for data-driven structural topology optimization that combines the accuracy of physics-based methods with the efficiency of generative deep learning. Conventional approaches such as the…

Computational Engineering, Finance, and Science · Computer Science 2026-05-05 Aaron Lutheran , Srijan Das , Alireza Tabarraei

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-06 Liang Wang , Ben Catterall , Richard Mortier

This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed…

Numerical Analysis · Mathematics 2020-04-30 Thomas G. Anderson , Oscar P. Bruno , Mark Lyon

We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

Machine Learning · Computer Science 2025-02-04 Anand Jerry George , Nicolas Macris