Compressed Continuous Computation for Stochastic Optimal Control (C3SC)
Perform stochastic optimal control using the function-train decomposition from the C3 package
This library is used for these papers
- Alex Gorodetsky, Sertac Karaman, Youssef Marzouk: High-Dimensional Stochastic Optimal Control using Continuous Tensor Decompositions. In: International Journal of Robotics Research, Accepted 2018.
- Ezra Tal, Alex Gorodetsky, Sertac Karaman: Continuous Tensor Train-Based Dynamic Programming for High-Dimensional Zero-Sum Differential Games. In: American Control Conference (ACC), Milwaukee, WI, Accepted 2018.
We will install the prerequisite packages (C3 and CDYN) into a generic directory denoted by
<c3sc-prereq>. Replace this flag with what is appropriate for your system. Then we will tell C3SC where to find the directory. We will install C3SC into the directory denoted by
git clone https://github.com/goroda/Compressed-Continuous-Computation.git c3 cd c3 mkdir build cd build cmake -DCMAKE_INSTALL_PREFIX=<c3sc-prereq> .. make make install
git clone https://github.com/goroda/cdyn.git cdyn cd cdyn mkdir build cd build cmake -DCMAKE_INSTALL_PREFIX=<c3sc-prereq> .. make make install
git clone https://github.com/goroda/c3sc.git c3sc cd c3sc mkdir build cd build cmake -DC3_INCLUDE_DIR=<c3sc-prereq>/include -DCDYN_INCLUDE_DIR=<c3sc-prereq>/include -DC3_LIB_PATH=<c3sc-prereq>/lib -DCDYN_LIB_PATH=<c3sc-prereq>/lib -DCMAKE_INSTALL_PREFIX=<c3sc-installed> .. make make install