ROCH-Risk-averse Optimal Control via Homotopy
Consortium: Riccardo Bonalli (Project Investigator), CNRS and Université Paris-Saclay; Brandon Amos; Alessio Iovine, CNRS and Université Paris-Saclay; Marco Pavone, Stanford University.
Goal: this ANR JCJC project aims at developing both original reinforcement learning techniques to design reliable control models and novel stochastic optimal control tools to tackle non-convex risk-averse stochastic optimal control problems. The ultimate objective is to leverage and combine such new methods to devise a reliable and scalable algorithm called ROCH, for efficient and safe-against-uncertainty deployment of autonomous systems.
Collaborators:
- Luc Brogat-Motte, Postdoctoral Scholar at Inria Paris and Université Paris-Saclay.
Publications:
- A. C. Morelli, C. Giordano, R. Bonalli, and F. Topputo, Characterization of Singular Arcs in Spacecraft Trajectory Optimization. Submitted. Pdf file.
- G. Velho, J. Auriol, and R. Bonalli, A Gradient Descent-Ascent Method for Continuous-Time Risk-Averse Optimal Control. Submitted. Pdf file.
- R. Bonalli and A. Rudi, Non-Parametric Learning of Stochastic Differential Equations with Fast Rates of Convergence. Submitted. Pdf file.
- C. Leparoux, R. Bonalli, B. Hérissé, and F. Jean, Statistical Linearization for Robust Motion Planning. Submitted. Pdf file.
- T. Lew, R. Bonalli, and M. Pavone, Sample Average Approximation for Stochastic Programming with Equality Constraints. Submitted. Pdf file.
- T. Lew, R. Bonalli, and M. Pavone, Risk-Averse Trajectory Optimization via Sample Average Approximation. Accepted in IEEE Robotics and Automation Letters. Pdf file.
- R. Bonalli, C. Leparoux, B. Hérissé, and F. Jean, On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity. Mathematical Control and Related Fields, Early Access (2023). Pdf file.
- G. Velho, R. Bonalli, J. Auriol, and I. Boussaada, Mean-Covariance Steering of a Linear Stochastic System with Input Delay and Additive Noise. Submitted. Pdf file.