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eess.SY2023
State Constrained Stochastic Optimal Control for Continuous and Hybrid Dynamical Systems Using DFBSDE
Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou +1
We develop a computationally efficient learning-based forward-backward stochastic differential equations (FBSDE) controller for both continuous and hybrid dynamical (HD) systems su…
eess.SY2021
State Constrained Stochastic Optimal Control Using LSTMs
Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou +1
In this paper, we propose a new methodology for state constrained stochastic optimal control (SOC) problems. The solution is based on past work in solving SOC problems using forwar…