activity
20182022
most citedLearning Deep Stochastic Optimal Control Policies using Forward-Backward SDEs

31 citations · 103 across the 21 of their papers we have counts for

collaborators

22 papers

math.OC2022★ 1 cited

Sampling-Based Optimization for Multi-Agent Model Predictive Control

Ziyi Wang, Augustinos D. Saravanos, Hassan Almubarak +2

We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections…

cs.MA2022

Deep Graphic FBSDEs for Opinion Dynamics Stochastic Control

Tianrong Chen, Ziyi Wang, Evangelos A. Theodorou

In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost fun…

math.OC2022

Opinion Dynamics Steering using Stochastic Search

Ziyi Wang, Evangelos A. Theodorou

In this paper, we apply the stochastic search dynamic optimization framework for steering opinion dynamics in a partially active population. The framework is grounded on stochastic…

quant-ph2021

Stochastic optimization for learning quantum state feedback control

Ethan N. Evans, Ziyi Wang, Adam G. Frim +2

High fidelity state preparation represents a fundamental challenge in the application of quantum technology. While the majority of optimal control approaches use feedback to improv…

math.OC2021★ 1 cited

Maximum Entropy Differential Dynamic Programming

Oswin So, Ziyi Wang, Evangelos A. Theodorou

In this paper, we present a novel maximum entropy formulation of the Differential Dynamic Programming algorithm and derive two variants using unimodal and multimodal value function…

cs.CV2021★ 13 cited

LibFewShot: A Comprehensive Library for Few-shot Learning

Wenbin Li, Ziyi, Wang +9

Few-shot learning, especially few-shot image classification, has received increasing attention and witnessed significant advances in recent years. Some recent studies implicitly sh…

cs.AI2021★ 2 cited

Spatial-Temporal Deep Intention Destination Networks for Online Travel Planning

Yu Li, Fei Xiong, Ziyi Wang +4

Nowadays, artificial neural networks are widely used for users' online travel planning. Personalized travel planning has many real applications and is affected by various factors,…

cs.IR2021

LHRM: A LBS based Heterogeneous Relations Model for User Cold Start Recommendation in Online Travel Platform

Ziyi Wang, Wendong Xiao, Yu Li +2

Most current recommender systems used the historical behaviour data of user to predict user' preference. However, it is difficult to recommend items to new users accurately. To all…

cs.IR2021

Itinerary-aware Personalized Deep Matching at Fliggy

Jia Xu, Ziyi Wang, Zulong Chen +3

Matching items for a user from a travel item pool of large cardinality have been the most important technology for increasing the business at Fliggy, one of the most popular online…

cs.LG2021★ 1 cited

Variational Inference MPC using Tsallis Divergence

Ziyi Wang, Oswin So, Jason Gibson +4

In this paper, we provide a generalized framework for Variational Inference-Stochastic Optimal Control by using thenon-extensive Tsallis divergence. By incorporating the deformed e…

cs.MA2021★ 10 cited

Learning in Nonzero-Sum Stochastic Games with Potentials

David Mguni, Yutong Wu, Yali Du +6

Multi-agent reinforcement learning (MARL) has become effective in tackling discrete cooperative game scenarios. However, MARL has yet to penetrate settings beyond those modelled by…

cs.AI2020

Large-Scale Multi-Agent Deep FBSDEs

Tianrong Chen, Ziyi Wang, Ioannis Exarchos +1

In this paper we present a scalable deep learning framework for finding Markovian Nash Equilibria in multi-agent stochastic games using fictitious play. The motivation is inspired…

eess.SY2020★ 10 cited

Safe Optimal Control Using Stochastic Barrier Functions and Deep Forward-Backward SDEs

Marcus Aloysius Pereira, Ziyi Wang, Ioannis Exarchos +1

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The pr…

math.OC2020★ 1 cited

Adaptive Risk Sensitive Model Predictive Control with Stochastic Search

Ziyi Wang, Oswin So, Keuntaek Lee +2

We present a general framework for optimizing the Conditional Value-at-Risk for dynamical systems using stochastic search. The framework is capable of handling the uncertainty from…

cs.LG2020★ 3 cited

NOVAS: Non-convex Optimization via Adaptive Stochastic Search for End-to-End Learning and Control

Ioannis Exarchos, Marcus A. Pereira, Ziyi Wang +1

In this work we propose the use of adaptive stochastic search as a building block for general, non-convex optimization operations within deep neural network architectures. Specific…

math.OC2019

Constrained Sampling-based Trajectory Optimization using Stochastic Approximation

George I. Boutselis, Ziyi Wang, Evangelos A. Theodorou

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well a…

math.OC2019★ 2 cited

Deep Forward-Backward SDEs for Min-max Control

Ziyi Wang, Keuntaek Lee, Marcus A. Pereira +2

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem tha…

cs.LG2019★ 7 cited

Deep 2FBSDEs For Systems With Control Multiplicative Noise

Marcus A Pereira, Ziyi Wang, Tianrong Chen +2

We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differen…

cs.RO2019★ 31 cited

Learning Deep Stochastic Optimal Control Policies using Forward-Backward SDEs

Marcus Pereira, Ziyi Wang, Ioannis Exarchos +1

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied math…

cs.RO2018★ 1 cited

Ensemble Bayesian Decision Making with Redundant Deep Perceptual Control Policies

Keuntaek Lee, Ziyi Wang, Bogdan I. Vlahov +2

This work presents a novel ensemble of Bayesian Neural Networks (BNNs) for control of safety-critical systems. Decision making for safety-critical systems is challenging due to per…

math.OC2018★ 1 cited

Information Theoretic Model Predictive Control on Jump Diffusion Processes

Ziyi Wang, Grady Williams, Evangelos A. Theodorou

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on informatio…

physics.flu-dyn2018★ 19 cited

A novel unsteady aerodynamic Reduced-Order Modeling method for transonic aeroelastic optimization

Ziyi Wang, Weiwei Zhang, Xiaojing Wu +1

In aircraft design, structural optimization and uncertainty quantification concerning transonic aeroelastic issues are computationally impractical, because the iterative process re…