Global adaptive dynamic programming for continuous-time nonlinear systems

Y Jiang, ZP Jiang - IEEE Transactions on Automatic Control, 2015 - ieeexplore.ieee.org
This paper presents a novel method of global adaptive dynamic programming (ADP) for the
adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing …

Ergodic exploration of distributed information

LM Miller, Y Silverman, MA MacIver… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
This paper presents an active search trajectory synthesis technique for autonomous mobile
robots with nonlinear measurements and dynamics. The presented approach uses the …

Sequential action control: Closed-form optimal control for nonlinear and nonsmooth systems

AR Ansari, TD Murphey - IEEE Transactions on Robotics, 2016 - ieeexplore.ieee.org
This paper presents a new model-based algorithm that computes predictive optimal controls
online and in a closed loop for traditionally challenging nonlinear systems. Examples …

Stochastic optimal control via forward and backward stochastic differential equations and importance sampling

I Exarchos, EA Theodorou - Automatica, 2018 - Elsevier
The aim of this work is to present a novel sampling-based numerical scheme designed to
solve a certain class of stochastic optimal control problems, utilizing forward and backward …

Linear Hamilton Jacobi Bellman equations in high dimensions

MB Horowitz, A Damle… - 53rd IEEE Conference on …, 2014 - ieeexplore.ieee.org
The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large
classes of control problems. Unfortunately, this generality comes at a price, the calculation of …

Policy Iteration for Optimal Control of Polynomial Nonlinear Systems via Sum of Squares Programming

Y Zhu, D Zhao, X Yang, Q Zhang - IEEE transactions on …, 2017 - ieeexplore.ieee.org
Sum of squares (SOS) polynomials have provided a computationally tractable way to deal
with inequality constraints appearing in many control problems. It can also act as an …

Stochastic differential games: A sampling approach via FBSDEs

I Exarchos, E Theodorou, P Tsiotras - Dynamic Games and Applications, 2019 - Springer
The aim of this work is to present a sampling-based algorithm designed to solve various
classes of stochastic differential games. The foundation of the proposed approach lies in the …

A compositional approach to stochastic optimal control with co-safe temporal logic specifications

MB Horowitz, EM Wolff… - 2014 IEEE/RSJ …, 2014 - ieeexplore.ieee.org
We introduce an algorithm for the optimal control of stochastic nonlinear systems subject to
temporal logic constraints on their behavior. We compute directly on the state space of the …

Learning optimal control via forward and backward stochastic differential equations

I Exarchos, EA Theodorou - 2016 American Control …, 2016 - ieeexplore.ieee.org
In this paper we present a novel sampling-based numerical scheme designed to solve a
certain class of stochastic optimal control problems, utilizing forward and backward …

Linearly solvable stochastic control lyapunov functions

YP Leong, MB Horowitz, JW Burdick - SIAM Journal on Control and …, 2016 - SIAM
This paper presents a new method for synthesizing stochastic control Lyapunov functions for
a class of nonlinear stochastic control systems. The technique relies on a transformation of …