2 citations · 2 across the 3 of their papers we have counts for
3 papers · 1 filter
Variational Optimization Based Reinforcement Learning for Infinite Dimensional Stochastic Systems
Ethan N. Evans, Marcus A. Pereira, George I. Boutselis +1
Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensi…
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…
Variational Inference for Stochastic Control of Infinite Dimensional Systems
George I. Boutselis, Marcus Pereira, Evangelos A. Theodorou
This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalizat…