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