69 citations · 83 across the 6 of their papers we have counts for
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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…
eess.SY2015★ 69 cited
Learning Optimal Control via Forward and Backward Stochastic Differential Equations
Ioannis Exarchos, Evangelos A. Theodorou
In this paper we present a novel sampling-based numerical scheme designed to solve a certain class of stochastic optimal control problems, utilizing forward and backward stochastic…