Stochastic optimal control using compressed continuous computation
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README.md

Compressed Continuous Computation for Stochastic Optimal Control (C3SC)

Perform stochastic optimal control using the function-train decomposition from the C3 package

Prerequisites

This library is used for these papers

  1. Alex Gorodetsky, Sertac Karaman, Youssef Marzouk: High-Dimensional Stochastic Optimal Control using Continuous Tensor Decompositions. In: International Journal of Robotics Research, Accepted 2018.
  2. 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.

Installation Instructions

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 <c3sc-installed>.

Install C3

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

Install CDYN

git clone https://github.com/goroda/cdyn.git cdyn
cd cdyn
mkdir build
cd build
cmake -DCMAKE_INSTALL_PREFIX=<c3sc-prereq> ..
make
make install

Install C3SC

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

Author: Alex A. Gorodetsky
Contact: goroda@umich.edu
Copyright (c) 2015-2016, Massachusetts Institute of Technology
Copyright (c) 2018, University of Michigan
License: BSD