相关论文: Variational Inference MPC using Tsallis Divergence

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Motion planning for autonomous robots in dynamic environments poses numerous challenges due to uncertainties in the robot's dynamics and interaction with other agents. Sampling-based MPC approaches, such as Model Predictive Path Integral…

Inference is the task of drawing conclusions about unobserved variables given observations of related variables. Applications range from identifying diseases from symptoms to classifying economic regimes from price movements. Unfortunately,…

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

This work investigates the optimal control of the variable-exponent subdiffusion, which extends the work [Gunzburger and Wang, {\it SIAM J. Control Optim.} 2019] to the variable-exponent case to account for the multiscale and crossover…

Based on the Tsallis entropy, the nonextensive thermodynamic properties are studied as a q-deformation of classical statistical results using only probabilistic methods and straightforward calculations. It is shown that the constant in the…

In this paper we present and analyze a weighted residual a posteriori error estimate for an optimal control problem. The problem involves a nondifferentiable cost functional, a state equation with an integral fractional Laplacian, and…

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Variational inference is a general framework to obtain approximations to the posterior distribution in a Bayesian context. In essence, variational inference entails an optimization over a given family of probability distributions to choose…

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

A Task Decomposition method for iterative learning Model Predictive Control (TDMPC) for linear time-varying systems is presented. We consider the availability of state-input trajectories which solve an original task T1, and design a…

Bayesian inference for stochastic volatility models using MCMC methods highly depends on actual parameter values in terms of sampling efficiency. While draws from the posterior utilizing the standard centered parameterization break down…

Transportation is a major contributor to CO2 emissions, making it essential to optimize traffic networks to reduce energy-related emissions. This paper presents a novel approach to traffic network control using Differentiable Predictive…

Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and…

Model Predictive Control (MPC) offers a versatile framework for constraint handling and multi-objective optimisation, yet practical application faces challenges regarding initial and recursive feasibility, robustness against model…

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…