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This paper proposes two algorithms for solving stochastic control problems with deep learning, with a focus on the utility maximisation problem. The first algorithm solves Markovian problems via the Hamilton Jacobi Bellman (HJB) equation.…

Computational Finance · Quantitative Finance 2024-10-15 Ashley Davey , Harry Zheng

MPC (Model predictive control)-based motion planning and trajectory generation are essential in applications such as unmanned aerial vehicles, robotic manipulators, and rocket control. However, the real-time implementation of such…

Robotics · Computer Science 2025-11-11 Haotian Tan , Yuan-Hua Ni

This research addresses the increasing demand for advanced navigation systems capable of operating within confined surroundings. A significant challenge in this field is developing an efficient planning framework that can generalize across…

Robotics · Computer Science 2024-07-09 Jiayu Fan , Nikolce Murgovski , Jun Liang

Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…

Machine Learning · Computer Science 2023-06-16 Andrew Wagenmaker , Guanya Shi , Kevin Jamieson

We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…

Machine Learning · Computer Science 2023-06-02 G. Bruno De Luca , Alice Gatti , Eva Silverstein

In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

In this paper, joint resource allocation and power control for energy efficient device-to-device (D2D) communications underlaying cellular networks are investigated. The resource and power are optimized for maximization of the energy…

Information Theory · Computer Science 2017-03-22 Yanxiang Jiang , Qiang Liu , Fuchun Zheng , Xiqi Gao , Xiaohu You

Online coverage planning can be useful in applications like field monitoring and search and rescue. Without prior information of the environment, achieving resolution-complete coverage considering the non-holonomic mobility constraints in…

Robotics · Computer Science 2020-07-01 Xinyue Kan , Hanzhe Teng , Konstantinos Karydis

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Reinforcement learning (RL) is a promising approach for robotic navigation, allowing robots to learn through trial and error. However, real-world robotic tasks often suffer from sparse rewards, leading to inefficient exploration and…

Active learning provides a framework to adaptively query the most informative experiments towards learning an unknown black-box function. Various approaches of active learning have been proposed in the literature, however, they either focus…

Machine Learning · Computer Science 2023-10-03 Upala Junaida Islam , Kamran Paynabar , George Runger , Ashif Sikandar Iquebal

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

To achieve reliable mining results for massive vessel trajectories, one of the most important challenges is how to efficiently compute the similarities between different vessel trajectories. The computation of vessel trajectory similarity…

Machine Learning · Computer Science 2021-06-11 Maohan Liang , Ryan Wen Liu , Shichen Li , Zhe Xiao , Xin Liu , Feng Lu

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Divide and Conquer (DC) is conceptually well suited to high-dimensional optimization by decomposing a problem into multiple small-scale sub-problems. However, appealing performance can be seldom observed when the sub-problems are…

Artificial Intelligence · Computer Science 2018-07-12 Peng Yang , Ke Tang , Xin Yao

We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…

Optimization and Control · Mathematics 2014-09-30 Ryo Takei , Weiyan Chen , Zachary Clawson , Slav Kirov , Alexander Vladimirsky

In this paper, we propose a trajectory optimization for computing smooth collision free trajectories for nonholonomic curvature bounded vehicles among static and dynamic obstacles. One of the key novelties of our formulation is a hierarchal…

Exploration in unknown environments is a fundamental problem in reinforcement learning and control. In this work, we study task-guided exploration and determine what precisely an agent must learn about their environment in order to complete…

Machine Learning · Computer Science 2021-07-13 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Developing intelligent energy management systems with high adaptability and superiority is necessary and significant for Hybrid Electric Vehicles (HEVs). This paper proposed an ensemble learning-based scheme based on a learning automata…

Robotics · Computer Science 2023-03-17 Bin Shuai , Min Hua , Yanfei Li , Shijin Shuai , Hongming Xu , Quan Zhou

In optimization the duality gap between the primal and the dual problems is a measure of the suboptimality of any primal-dual point. In classical mechanics the equations of motion of a system can be derived from the Hamiltonian function,…

Optimization and Control · Mathematics 2019-11-19 Brendan O'Donoghue , Chris J. Maddison