Related papers: Endpoint-Explicit Differential Dynamic Programming…
Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
In many mobile robotics scenarios, such as drone racing, the goal is to generate a trajectory that passes through multiple waypoints in minimal time. This problem is referred to as time-optimal planning. State-of-the-art approaches either…
The DPG method with optimal test functions for solving linear quadratic optimal control problems with control constraints is studied. We prove existence of a unique optimal solution of the nonlinear discrete problem and characterize it…
In this paper, we give a new approximate dynamic programming (ADP) method to solve large-scale Markov decision programming (MDP) problem. In comparison with many classic ADP methods which have large number of constraints, we formulate an…
Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…
Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…
In this work, we address the exact D-optimal experimental design problem by proposing an efficient algorithm that rapidly identifies the support of its continuous relaxation. Our method leverages a column generation framework to solve such…
Preliminary results of our investigations on solving indefinite qua\-dra\-tic programs by dynamical systems are given. First, dynamical systems corresponding to two fundamental DC programming algorithms to deal with indefinite quadratic…
We present a novel approach to controlling the instantaneous velocity of a robot end-effector that is able to simultaneously maximise manipulability and avoid joint limits. It operates on non-redundant and redundant robots, which is…
Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…
The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…
In this paper we propose a dynamic programming solution to the template-based recognition task in OCR case. We formulate a problem of optimal position search for complex objects consisting of parts forming a sequence. We limit the distance…
In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…
Deep Reinforcement Learning (DRL) is regarded as a potential method for car-following control and has been mostly studied to support a single following vehicle. However, it is more challenging to learn a stable and efficient car-following…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
This paper presents differential algebra-based differential dynamic programming (DADDy), a publicly available C++ framework for constrained, fuel-optimal low-thrust trajectory optimisation. The method uses differential algebra (DA) for two…
Partially Observable Markov Decision Processes (POMDPs) offer a promising world representation for autonomous agents, as they can model both transitional and perceptual uncertainties. Calculating the optimal solution to POMDP problems can…
This letter presents a method to reduce the computational demands of including second-order dynamics sensitivity information into the Differential Dynamic Programming (DDP) trajectory optimization algorithm. An approach to DDP is developed…
Deep reinforcement learning (RL) uses model-free techniques to optimize task-specific control policies. Despite having emerged as a promising approach for complex problems, RL is still hard to use reliably for real-world applications. Apart…