相关论文: Variational Inference MPC using Tsallis Divergence

Model Predictive Control (MPC) enables reliable trajectory optimization under dynamics constraints, but often depends on accurate dynamics models and carefully hand-designed cost functions. Recent learning-based MPC methods aim to reduce…

In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as…

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

A generalized-statistics variational principle for source separation is formulated by recourse to Tsallis' entropy subjected to the additive duality and employing constraints described by normal averages. The variational principle is…

We present a Stochastic Model Predictive Control (SMPC) framework for linear systems subject to Gaussian disturbances. In order to avoid feasibility issues, we employ a recent initialization strategy, optimizing over an interpolation of the…

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

In this paper, we present a new class of Markov decision processes (MDPs), called Tsallis MDPs, with Tsallis entropy maximization, which generalizes existing maximum entropy reinforcement learning (RL). A Tsallis MDP provides a unified…

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

We propose model predictive funnel control, a novel model predictive control (MPC) scheme building upon recent results in funnel control. The latter is a high-gain feedback methodology that achieves evolution of the measured output within…

Variational system identification is a new formulation of maximum likelihood for estimation of parameters of dynamical systems subject to process and measurement noise, such as aircraft flying in turbulence. This formulation is an…