stochastic-optimal-control

Python implementation of MPPI (Model Predictive Path-Integral) controller to understand the basic idea. Mandatory dependencies are numpy and matplotlib only.

Nullspace MPC: A novel multi-objective control framework for explicitly handling task priorities, implemented in ROS Noetic for a Swerve Drive Robot.

[IROS 2024] MPPI (Model Predictive Path-Integral) Controller for a Swerve Drive Robot

An optimization framework that links CasADi, Ipopt, ACADOS and biorbd for Optimal Control Problem

Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)

Robot Controls Course Project

a High-Performance Distributed Solver for Large-Scale Markov Decision Processes (MDP) relying on Inexact Policy Iteration; for Python and C++

Stochastic Optimal Control in Robotics Project

A simple and extensible Octave/Matlab library for Model Predictive Path Integral control scheme.

[CVPR 2026, CVEU] Official codebase for FOCUS: Optimal Control for Multi-Entity World Modeling in Text-to-Image Generation

MATLAB toolbox for stochastic reachability (probabilistic verification and controller synthesis)

Repository for Deterministic Particle Flow Control framework

Code for the paper "Achieving Maximum Urgency-Dependent Throughput in Random Access"

Matlab code solving a simple stochastic optimal growth model. Solved with both coleman policy iteration and value function iteration.

CGDPO (model-based reinforcement algorithm for dynamic choice problem in finance)

Optimal continuous-time portfolio rebalancing using the HJB equation and Merton Proportion — MATLAB Monte Carlo simulation

Awesome Schrödinger Bridge: papers, code, tutorials, Chinese deep-dive reports & layout-preserving translations (diffusion SB, bridge matching, adjoint/SOC samplers, sim2real)