2018/07/16 by Ziyi Wang, Wang, Ziyi, Grady Williams +3
Engineering · Mathematics · #Advanced Control Systems Optimization #FOS: Mathematics #Fault Detection and Control Systems #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.1807.06108
openalex publication_date 2018/07/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics with compound Poisson noise and develop an iterative model predictive control (MPC) algorithm using importance sampling. The proposed algorithm is parallelizable and when implemented on a Graphical Processing Unit (GPU) can run in real time. We test the performance of the proposed algorithm in simulation for two control tasks using a cartpole system and a quadrotor. Our simulations demonstrate improved performance of the new scheme and indicate the importance of incorporating the statistical characteristics of stochastic disturbances in the computation of the stochastic optimal control policies.