31 citations · 103 across the 21 of their papers we have counts for
3 papers · 1 filter
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…
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…
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…