Marcus Pereira — accepted AI-conference papers

2020

Safe Optimal Control Using Stochastic Barrier Functions and Deep Forward-Backward SDEs

Marcus Pereira, Ziyi Wang, Ioannis Exarchos, Evangelos Theodorou

CoRL 2020

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as Forward-Backward Stochastic Differential Equations, Stochastic Barri

Cited by 0 Source ↗PDF ↗Scholar ↗

2019

Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs

Ziyi Wang, Marcus Pereira, Ioannis Exarchos, Evangelos Theodorou

RSS 2019poster

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental relation between certain nonlinear partial differential equat…

Cited by 56 Source ↗PDF ↗Scholar ↗