相关论文: Variational Inference MPC using Tsallis Divergence

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Variational inference with {\alpha}-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using {\alpha}-divergences (with positive {\alpha} values) is…

This paper address the optimal voltage control problem of distribution systems with high penetration of inverter-based renewable energy resources, under inaccurate model information. We propose the online exponential barrier method that…

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

We consider a general optimal control problem in the setting of gradient flows. Two approximations of the problem are presented, both relying on the variational reformulation of gradient-flow dynamics via the Weighted-Energy-Dissipation…

Sampling-based model predictive control (MPC) algorithms, such as model predictive path integral (MPPI), enable approximate, gradient-free solutions to optimal control problems by drawing samples from a proposal distribution, evaluating…

Achieving invariance to nuisance transformations is a fundamental challenge in the construction of robust and reliable vision systems. Existing approaches to invariance scale exponentially with the dimension of the family of…

Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator…

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Variational inference, as an alternative to Markov chain Monte Carlo sampling, has played a transformative role in enabling scalable computation for complex Bayesian models. Nevertheless, existing approaches often depend on either rigid…

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

By using the maximum entropy principle with Tsallis entropy we obtain a fragment size distribution function which undergoes a transition to scaling. This distribution function reduces to those obtained by other authors using Shannon…

While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we…

Successful robotic operation in stochastic environments relies on accurate characterization of the underlying probability distributions, yet this is often imperfect due to limited knowledge. This work presents a control algorithm that is…

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…