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Ioannis Exarchos

Researcher at Stanford University

Publications -  31
Citations -  404

Ioannis Exarchos is an academic researcher from Stanford University. The author has contributed to research in topics: Stochastic control & Stochastic differential equation. The author has an hindex of 10, co-authored 31 publications receiving 268 citations. Previous affiliations of Ioannis Exarchos include Emory University & Georgia Institute of Technology.

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Stochastic optimal control via forward and backward stochastic differential equations and importance sampling

TL;DR: This scheme is shown to be capable of learning the optimal control without requiring an initial guess and to enhance the efficiency of the proposed scheme when treating more complex nonlinear systems, an iterative algorithm based on Girsanov's theorem on the change of measure is derived.
Proceedings Article

Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs

TL;DR: A new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning is proposed.
Journal ArticleDOI

On the Suicidal Pedestrian Differential Game

TL;DR: It is shown that the case of point-capture reduces to a special version of Zermelo’s Navigation Problem (ZNP) for the pursuer, which can be used to validate the results obtained through the differential game framework, as well as to characterize the time-optimal trajectories.
Journal ArticleDOI

Stochastic L1-optimal control via forward and backward sampling

TL;DR: A probabilistic representation of the solution to the nonlinear Hamilton–Jacobi–Bellman equation is obtained, expressed in the form of a system of decoupled FBSDEs, which can be solved by employing linear regression techniques.
Proceedings ArticleDOI

Fast and Feature-Complete Differentiable Physics Engine for Articulated Rigid Bodies with Contact Constraints

TL;DR: Nimble as discussed by the authors is a differentiable physics simulation engine that supports Lagrangian dynamics and hard contact constraints for articulated rigid body simulation, and uses linear complementarity problems (LCPs) to solve contact constraints.