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765 citations

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Showing 2023 · math.OCShow all

5 papers · 2 filters

math.OC2023

An entropy penalized approach for stochastic control problems. Complete version

Thibaut Bourdais, Nadia Oudjane, Francesco Russo

In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space…

math.OC2023★ 7 cited

Nonlinear Fisher Particle Output Feedback Control and its application to Terrain Aided Navigation

Emilien Flayac, Karim Dahia, Bruno Hérissé +1

This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estim…

math.OC2023

Dual Particle Output Feedback Control based on Lyapunov drifts for nonlinear syst

Emilien Flayac, Karim Dahia, Bruno Hérissé +1

This paper presents a dual receding horizon output feedback controller for a general non linear stochastic system with imperfect information. The novelty of this controller is that…

math.OC2023★ 1 cited

Statistical Linearization for Robust Motion Planning

Clara Leparoux, Riccardo Bonalli, Bruno Hérissé +1

The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbanc…

math.OC2023

Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process

Cyrille Vessaire, Jean-Philippe Chancelier, Michel de Lara +2

Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewa…