Related papers: Path Integral Control in Gaussian Belief Space for…
Gaussian belief propagation (BP) has been widely used for distributed inference in large-scale networks such as the smart grid, sensor networks, and social networks, where local measurements/observations are scattered over a wide…
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…
Gaussian belief propagation (BP) is a computationally efficient method to approximate the marginal distribution and has been widely used for inference with high dimensional data as well as distributed estimation in large-scale networks.…
We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…
Executing a control sequence requires computation. While this is a simple observation, developing a framework that relates a controller's required computation to its ability to successfully control a system (e.g. lower control cost) is…
Planning under process and measurement uncertainties is a challenging problem. In its most general form it can be modeled as a Partially Observed Markov Decision Process (POMDP) problem. However POMDPs are generally difficult to solve when…
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…
This paper addresses the problem of tracking control for an unknown nonlinear system with time-varying bounded disturbance subjected to prescribed Performance and Input Constraints (PIC). Since simultaneous prescription of PIC involves a…
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…
Model Predictive Path Integral (MPPI) is a popular sampling-based Model Predictive Control (MPC) algorithm for nonlinear systems. It optimizes trajectories by sampling control sequences and averaging them. However, a key issue with MPPI is…
Model Predictive Path Integral (MPPI) control has proven to be a powerful tool for the control of uncertain systems (such as systems subject to disturbances and systems with unmodeled dynamics). One important limitation of the baseline MPPI…
This paper presents a new approach to Model Predictive Control for environments where essential, discrete variables are partially observed. Under this assumption, the belief state is a probability distribution over a finite number of…
Classical proportional--integral--derivative (PID) control is widely employed in industrial applications; however, achieving higher performance often motivates the adoption of model predictive control (MPC). Although gradient-based methods…
We study feedback controller synthesis for reach-avoid control of discrete-time, linear time-invariant (LTI) systems with Gaussian process and measurement noise. The problem is to compute a controller such that, with at least some required…
Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…
Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…
We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…
This paper presents a novel control approach for autonomous systems operating under uncertainty. We combine Model Predictive Path Integral (MPPI) control with Covariance Steering (CS) theory to obtain a robust controller for general…
Applying model predictive control on embedded systems remains challenging due to the high computational cost of solving optimal control problems. To address this limitation, computationally efficient Gaussian process approximations of the…