no code implementations • L4DC 2020 • Marcus Pereira, Ziyi Wang, Tianrong Chen, Emily Reed, Evangelos Theodorou
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellman partial differential equations.
no code implementations • 25 Sep 2019 • Marcus Pereira, Ziyi Wang, Tianrong Chen, Evangelos Theodorou
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellman partial differential equations.
no code implementations • 15 Feb 2018 • Marcus Pereira, David D. Fan, Gabriel Nakajima An, Evangelos Theodorou
In this paper we investigate the use of MPC-inspired neural network policies for sequential decision making.