Related papers: Adaptive Diffusion Guidance via Stochastic Optimal…
Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…
Classifier-guided diffusion models generate conditional samples by augmenting the reverse-time score with the gradient of the log-probability predicted by a probabilistic classifier. In practice, this classifier is usually obtained by…
Classifier-free guidance (CFG) is a cornerstone of text-to-image diffusion models, yet its effectiveness is limited by the use of static guidance scales. This "one-size-fits-all" approach fails to adapt to the diverse requirements of…
Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…
This paper presents a novel synthesis method for designing an optimal and robust guidance law for a non-throttleable upper stage of a launch vehicle, using a convex approach. In the unperturbed scenario, a combination of lossless and…
Popular guidance for denoising diffusion probabilistic model (DDPM) linearly combines distinct conditional models together to provide enhanced control over samples. However, this approach overlooks nonlinear effects that become significant…
In this paper we present a method to approximate optimal feedback controls for stochastic reaction-diffusion equations. We derive two approximation results providing the theoretical foundation of our approach and allowing for explicit error…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…
We consider stochastic impulse control problems where the process is driven by a general one-dimensional diffusion. We shall show a new mathematical characterization of the value function as a linear function in a certain transformed space.…
Diffusion and flow-based models have enabled significant progress in generation tasks across various modalities and have recently found applications in predictive learning. However, unlike typical generation tasks that encourage sample…
Trajectory prediction facilitates effective planning and decision-making, while constrained trajectory prediction integrates regulation into prediction. Recent advances in constrained trajectory prediction focus on structured constraints by…
Diffusion models have achieved remarkable success in generative modeling. Despite more stable training, the loss of diffusion models is not indicative of absolute data-fitting quality, since its optimal value is typically not zero but…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…
This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…
Extreme precipitation causes severe societal and economic damage, and weather control has long been discussed as a potential mitigation strategy. However, to the best of our knowledge, perturbation-based interventions for weather control…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
The diffusion model has shown success in generating high-quality and diverse solutions to trajectory optimization problems. However, diffusion models with neural networks inevitably make prediction errors, which leads to constraint…
Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…