33 citations · 33 across the 9 of their papers we have counts for
9 papers
Nonlinear Stochastic Optimal Control and Optimal Stopping using the Fokker-Planck Transformation
Akan Selim, Siddhartha Ganguly, Ali Pakniyat +1
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representati…
A Time-Reversal Control Synthesis for Steering the State of Stochastic Systems
Yuhang Mei, Amirhossein Taghvaei, Ali Pakniyat
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-re…
Solving Feynman-Kac Forward Backward SDEs Using McKean-Markov Branched Sampling
Kelsey P. Hawkins, Ali Pakniyat, Evangelos Theodorou +1
We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value functi…
Shaping Large Population Agent Behaviors Through Entropy-Regularized Mean-Field Games
Yue Guan, Mi Zhou, Ali Pakniyat +1
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field gam…
Value Function Estimators for Feynman-Kac Forward-Backward SDEs in Stochastic Optimal Control
Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras
Two novel numerical estimators are proposed for solving forward-backward stochastic differential equations (FBSDEs) appearing in the Feynman-Kac representation of the value functio…
Forward-Backward Rapidly-Exploring Random Trees for Stochastic Optimal Control
Kelsey P. Hawkins, Ali Pakniyat, Evangelos Theodorou +1
We propose a numerical method for the computation of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value functio…
A Class of Hybrid LQG Mean Field Games with State-Invariant Switching and Stopping Strategies
Dena Firoozi, Ali Pakniyat, Peter E. Caines
A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique -Nash equilibrium for a non-cooperative game…
On the Hybrid Minimum Principle
Ali Pakniyat, Peter E. Caines
The Hybrid Minimum Principle (HMP) is established for the optimal control of deterministic hybrid systems with both autonomous and controlled switchings and jumps where state jumps…
On the Relation between the Minimum Principle and Dynamic Programming for Classical and Hybrid Control Systems
Ali Pakniyat, Peter E. Caines
Hybrid optimal control problems are studied for a general class of hybrid systems where autonomous and controlled state jumps are allowed at the switching instants and in addition…