Applying policy optimization to Model Predictive Control (MPC) yields high-performance and reliable controllers. However, the resulting controllers often overfit their training conditions and suffer significant performance degradation in unseen tasks. We propose a novel framework…
We consider the finite-time optimal control of stochastic systems subject to a probabilistic constraint on the trajectories' safety. Such formulations are known as joint chance constrained optimal control problems. The common practice is to jointly minimise the expected cost of a…