paper-with-me

Papers

Pontryagin Differentiable Programming: An End-to-End Learning and Control Framework

2019-12-30 · NeurIPS 2020 12 · Wanxin Jin, Zhaoran Wang, Zhuoran Yang, Shaoshuai Mou

This paper develops a Pontryagin Differentiable Programming (PDP) methodology, which establishes a unified framework to solve a broad class of learning and control tasks. The PDP distinguishes from existing methods by two novel techniques: first, we differentiate through Pontryagin's Maximum Principle, and this allows to obtain the analytical derivative of a trajectory with respect to tunable parameters within an optimal control system, enabling end-to-end learning of dynamics, policies, or/and control objective functions; and second, we propose an auxiliary control system in the backward pass of the PDP framework, and the output of this auxiliary control system is the analytical derivative of the original system's trajectory with respect to the parameters, which can be iteratively solved using standard control tools. We investigate three learning modes of the PDP: inverse reinforcement learning, system identification, and control/planning. We demonstrate the capability of the PDP in each learning mode on different high-dimensional systems, including multi-link robot arm, 6-DoF maneuvering quadrotor, and 6-DoF rocket powered landing.

📄 PDF Abstract BibTeX arXiv:1912.12970

Code (1)

wanxinjin/Pontryagin-Differentiable-Programming pytorch

Methods 이 논문이 사용한 방법론

ROCKET Linear classifier using random convolutional kernels applied to time series.

Similar Papers 제목 키워드 기반

Safe Pontryagin Differentiable Programming

2021-05-31 · NeurIPS 2021 12 · Wanxin Jin, Shaoshuai Mou, George J. Pappas

We propose a Safe Pontryagin Differentiable Programming (Safe PDP) methodology, which establishes a theoretical and algorithmic framework to solve a broad class of safety-critical learning and control tasks -- problems t…

Motion Planning

Extended Kalman Filtering for Recursive Online Discrete-Time Inverse Optimal Control

2024-03-16 · Tian Zhao, Timothy L. Molloy

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filte…

Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice

2025-01-22 · Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo, Byung Hwa Lim

We present a Pontryagin-Guided Direct Policy Optimization (PG-DPO) method for constrained dynamic portfolio choice - incorporating consumption and multi-asset investment - that scales to thousands of risky assets. By com…

Deep LearningPortfolio Optimization

A Pontryagin Perspective on Reinforcement Learning

2024-05-28 · Onno Eberhard, Claire Vernade, Michael Muehlebach

Reinforcement learning has traditionally focused on learning state-dependent policies to solve optimal control problems in a closed-loop fashion. In this work, we introduce the paradigm of open-loop reinforcement learnin…

MuJoCoreinforcement-learningReinforcement Learning

Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio

2025-04-15 · Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo

Solving large-scale, continuous-time portfolio optimization problems involving numerous assets and state-dependent dynamics has long been challenged by the curse of dimensionality. Traditional dynamic programming and PDE…

Portfolio Optimization