Zobrazeno 1 - 10
of 894
pro vyhledávání: '"Ito Yuji"'
Autor:
Shida, Yuma, Ito, Yuji
Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The reformulation of D
Externí odkaz:
http://arxiv.org/abs/2409.19860
Autor:
Ito, Yuji
This study introduces a novel theoretical framework for analyzing heteroscedastic Gaussian processes (HGPs) that identify unknown systems in a data-driven manner. Although HGPs effectively address the heteroscedasticity of noise in complex training d
Externí odkaz:
http://arxiv.org/abs/2409.12622
This letter presents contraction analysis of continuation method for suboptimal model predictive control. A contraction metric is proposed that reflects hierarchical dynamics inherent in the continuation method and, thus, leads us to a pair of tracta
Externí odkaz:
http://arxiv.org/abs/2409.10970
Autor:
Oura, Ryohei, Ito, Yuji
The requirement-driven performance evaluation of a black-box cyber-physical system (CPS) that utilizes machine learning methods has proven to be an effective way to assess the quality of the CPS. However, the distributional evaluation of the performa
Externí odkaz:
http://arxiv.org/abs/2408.02908
This study introduces an uncertainty-aware, mesh-free numerical method for solving Kolmogorov PDEs. In the proposed method, we use Gaussian process regression (GPR) to smoothly interpolate pointwise solutions that are obtained by Monte Carlo methods
Externí odkaz:
http://arxiv.org/abs/2405.05626
This paper presents weighted stochastic Riccati (WSR) equations for designing multiple types of optimal controllers for linear stochastic systems. The stochastic system matrices are independent and identically distributed (i.i.d.) to represent uncert
Externí odkaz:
http://arxiv.org/abs/2308.02077
The convergence properties of the upwind difference scheme for the Hamilton-Jacobi-Bellman (HJB) equation, which is a fundamental equation for optimal control theory, are investigated. We first perform a convergence analysis for the solution of the s
Externí odkaz:
http://arxiv.org/abs/2301.06415
Autor:
Ito, Yuji, Fujimoto, Kenji
This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized by second
Externí odkaz:
http://arxiv.org/abs/2207.05922
An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf transformation and it
Externí odkaz:
http://arxiv.org/abs/2204.07278
Publikováno v:
In Automatica January 2025 171
