Related papers: Stochastic Kinematic Optimal Control on SO(3)
This paper presents a novel passivity-based semi-autonomous attitude control framework, with a particular focus on attitude kinematics defined on the special orthogonal group $SO(3)$. While human-robot interaction facilitates the successful…
We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
In this paper, we formulate cyber risk management and mitigation as a stochastic optimal control problem under a stochastic Susceptible-Infected-Susceptible (SIS) epidemic model. To capture the dynamics and interplay of management and…
This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including…
Controlling the evolution of a many-body stochastic system from a disordered reference state to a structured target ensemble, characterized empirically through samples, arises naturally in non-equilibrium statistical mechanics and…
This paper proposes an algorithmic method to heuristically solve the famous Travelling Salesman Problem (TSP) when the salesman's path evolves in continuous state space and discrete time but with otherwise arbitrary (nonlinear) dynamics.…
In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
We consider the stochastic Landau-Lifshitz-Gilbert equation, perturbed by a real-valued Wiener process. We add an external control to the effective field as an attempt to drive the magnetization to a desired state and also to control…
This work proposes a nonlinear stochastic filter evolved on the Special Orthogonal Group SO(3) as a solution to the attitude filtering problem. One of the most common potential functions for nonlinear deterministic attitude observers is…
Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
In this work, we investigate a stochastic control framework for global optimization over both Euclidean spaces and the Wasserstein space of probability measures, where the objective function may be non-convex and/or non-differentiable. In…
The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an…
In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…
In this paper, we study a semi-martingale optimal transport problem and its application to the calibration of Local-Stochastic Volatility (LSV) models. Rather than considering the classical constraints on marginal distributions at initial…
Robotic locomotion often relies on sequenced gaits to efficiently convert control input into desired motion. Despite extensive studies on gait optimization, achieving smooth and efficient gait transitions remains challenging. In this paper,…
In match race sailing, competitors must steer their boats upwind in the presence of unpredictably evolving weather. Combined with the tacking motion necessary to make upwind progress, this makes it natural to model their path-planning as a…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…