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

Marcus Pereira; Ziyi Wang; Ioannis Exarchos; Evangelos Theodorou

CoRL 20200 citations

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

Marcus Pereira, Ziyi Wang, Ioannis Exarchos, Evangelos Theodorou

Abstract

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 Barrier Functions, Differentiable Convex Optimization and Deep Learning. Using the aforementioned concepts, a Neural Network architecture is designed for safe trajectory optimization in which learning can be performed in an end-to-end fashion. Simulations are performed on three systems to show the efficacy of the proposed methodology.

BibTeX

@inproceedings{corl2020_safeoptimalcontr,
  title = {Safe Optimal Control Using Stochastic Barrier Functions and Deep Forward-Backward SDEs},
  author = {Marcus Pereira and Ziyi Wang and Ioannis Exarchos and Evangelos Theodorou},
  booktitle = {CoRL 2020},
  year = {2020}
}