Search Results for author: Marcus A. Pereira

Found 5 papers, 0 papers with code

Decentralized Safe Multi-agent Stochastic Optimal Control using Deep FBSDEs and ADMM

no code implementations22 Feb 2022 Marcus A. Pereira, Augustinos D. Saravanos, Oswin So, Evangelos A. Theodorou

In this work, we propose a novel safe and scalable decentralized solution for multi-agent control in the presence of stochastic disturbances.

Collision Avoidance

Deep $\mathcal{L}^1$ Stochastic Optimal Control Policies for Planetary Soft-landing

no code implementations1 Sep 2021 Marcus A. Pereira, Camilo A. Duarte, Ioannis Exarchos, Evangelos A. Theodorou

In this paper, we introduce a novel deep learning based solution to the Powered-Descent Guidance (PDG) problem, grounded in principles of nonlinear Stochastic Optimal Control (SOC) and Feynman-Kac theory.

NOVAS: Non-convex Optimization via Adaptive Stochastic Search for End-to-End Learning and Control

no code implementations ICLR 2021 Ioannis Exarchos, Marcus A. Pereira, Ziyi Wang, Evangelos A. Theodorou

In this work we propose the use of adaptive stochastic search as a building block for general, non-convex optimization operations within deep neural network architectures.

Structured Prediction

Deep 2FBSDEs For Systems With Control Multiplicative Noise

no code implementations11 Jun 2019 Marcus A. Pereira, Ziyi Wang, Tianrong Chen, Emily Reed, Evangelos A. Theodorou

We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations.

LEMMA

Deep Forward-Backward SDEs for Min-max Control

no code implementations11 Jun 2019 Ziyi Wang, Keuntaek Lee, Marcus A. Pereira, Ioannis Exarchos, Evangelos A. Theodorou

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems.

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