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math.OC2022
Constrained Policy Optimization for Stochastic Optimal Control under Nonstationary Uncertainties
Sungho Shin, François Pacaud, Emil Contantinescu +1
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Marko…
math.OC2022★ 6 cited
Exploiting GPU/SIMD Architectures for Solving Linear-Quadratic MPC Problems
David Cole, Sungho Shin, François Pacaud +2
We report numerical results on solving constrained linear-quadratic model predictive control (MPC) problems by exploiting graphics processing units (GPUs). The presented method red…