Abstract-The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems with more than moderate state space size due to the curse of dimensionality. This work combines recent results in the structure of the HJB, and its reduction to a linear Partial Differential Equation (PDE), with methods based on low rank tensor representations, known as a separated representations, to address the curse of dimensionality. The result is an algorithm to solve optimal control problems which scales linearly with the number of states in a system, and is applicable to systems that are nonlinear with stochastic forcing in finite-horizon, average cost, and first-exit settings. The method is demonstrated on inverted pendulum, VTOL aircraft, and quadcopter models, with system dimension two, six, and twelve respectively.

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Abstract-Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild constraint on their disturbances. This has yielded promising directions for research in the planning and control of nonlinear systems. This work proposes a new method obtaining approximate solutions to these linear stochastic optimal control (SOC) problems. A candidate polynomial with variable coefficients is proposed as the solution to the SOC problem. A Sum of Squares (SOS) relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over-and under-approximations for the optimal value function.

This article presents a model based approach to autonomous dexterous manipulation, developed as part of the DARPA Autonomous Robotic Manipulation Software (ARM-S) program. Performing human-level manipulation tasks is achieved through a novel combination of perception in uncertain environments, precise tool use, forceful dualarm planning and control, persistent environmental tracking, and task level verification. Deliberate interaction with the environment is incorporated into planning and control strategies, which, when coupled with world estimation, allows for refinement of models and precise manipulation. The system takes advantage of sensory feedback immediately with little open-loop execution, attempting true autonomous reasoning and multi-step sequencing that adapts in the face of changing and uncertain environments. A tire change scenario utilizing human tools, discussed throughout the article, is used to described the system approach. A second scenario of cutting a wire is also presented, and is used to illustrate system component reuse and generality.

We introduce an algorithm for the optimal control of stochastic nonlinear systems subject to temporal logic constraints on their behavior. We compute directly on the state space of the system, avoiding the expensive pre-computation of a discrete abstraction. An automaton that corresponds to the temporal logic specification guides the computation of a control policy that maximizes the probability that the system satisfies the specification. This reduces controller synthesis to solving a sequence of stochastic constrained reachability problems. Each individual reachability problem is solved via the Hamilton-Jacobi-Bellman (HJB) partial differential equation of stochastic optimal control theory. To increase the efficiency of our approach, we exploit a class of systems where the HJB equation is linear due to structural assumptions on the noise. The linearity of the partial differential equation allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to conservatively satisfy a complex temporal logic specification.978-1-4799-6934-0/14/$31.00 ©2014 IEEE