Search Results for author: Marcus Pereira

Found 3 papers, 0 papers with code

Feynman-Kac Neural Network Architectures for Stochastic Control Using Second-Order FBSDE Theory

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.

LEMMA

Deep Nonlinear Stochastic Optimal Control for Systems with Multiplicative Uncertainties

no code implementations25 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.

LEMMA

MPC-Inspired Neural Network Policies for Sequential Decision Making

no code implementations15 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.

Decision Making

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