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math.OC2021
Risk Sensitive Path Integral Control for Infinite Horizon Problem Formulations
Tom Lefebvre, Guillaume Crevecoeur
Path Integral Control methods were developed for stochastic optimal control covering a wide class of finite horizon formulations with control affine nonlinear dynamics. Characteris…
math.OC2020
On Entropy Regularized Path Integral Control for Trajectory Optimization
Tom Lefebvre, Guillaume Crevecoeur
In this article we present a generalised view on Path Integral Control (PIC) methods. PIC refers to a particular class of policy search methods that are closely tied to the setting…
math.OC2018
Polynomial Chaos reformulation in Nonlinear Stochastic Optimal Control with application on a drivetrain subject to bifurcation phenomena
Tom Lefebvre, Frederik De Belie, Guillaume Crevecoeur
This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can…