Robotics: Science and Systems XI

Efficient High-Dimensional Stochastic Optimal Motion Control using Tensor-Train Decomposition

Alex Gorodetsky, Sertac Karaman, Youssef Marzouk


Stochastic optimal control problems frequently arise as motion control problems in the context of robotics. Unfortunately, all existing approaches that guarantee arbitrary precision suffer from the curse of dimensionality: the computational effort invested by the algorithm grows exponentially fast with increasing dimensionality of the state space of the underlying dynamic system governing the robot. In this paper, we propose a novel algorithm that utilizes compressed representations to efficiently solve stochastic optimal control problems with arbitrary precision. The running time of the new algorithms scale linearly with increasing dimensionality of the state space! The running time also depends polynomially on the rank of the value function, a measure that quantifies the intrinsic geometric complexity of the value function, due to the geometry and physics embedded in the problem instance at hand. The new algorithms are based on the recent analysis and algorithms for tensor decomposition, generalizing matrix decomposition algorithms, e.g., the singular value decomposition, to three or more dimensions. In computational experiments, we show the computational effort of the new algorithm also scales linearly with the discretization resolution of the state space. We also demonstrate the new algorithm on a problem involving the perching of an aircraft, represented by a nonlinear non-holonomic longitudinal model with a seven-dimensional state space, the full numerical solution to which was not obtained before. In this example, we estimate that the proposed algorithm runs more than seven orders of magnitude faster, when compared to the naive value iteration.



    AUTHOR    = {Alex Gorodetsky AND Sertac Karaman AND Youssef Marzouk}, 
    TITLE     = {Efficient High-Dimensional Stochastic Optimal Motion Control using Tensor-Train Decomposition}, 
    BOOKTITLE = {Proceedings of Robotics: Science and Systems}, 
    YEAR      = {2015}, 
    ADDRESS   = {Rome, Italy}, 
    MONTH     = {July},
    DOI       = {10.15607/RSS.2015.XI.015}