On the Problem of Reformulating Systems with Uncertain Dynamics as a Stochastic Differential Equation

Thomas Lew; Apoorva Sharma; James Harrison; Edward Schmerling; Marco Pavone

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arXiv · 2111.06084

On the Problem of Reformulating Systems with Uncertain Dynamics as a Stochastic Differential Equation

Thomas Lew·Apoorva Sharma·James Harrison·Edward Schmerling·Marco Pavone

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Abstract

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but uncertain parameters (a source of epistemic uncertainty) with a model subject to external disturbances modeled as a Brownian motion (corresponding to aleatoric uncertainty).

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Thomas Lew, Apoorva Sharma, James Harrison, Edward Schmerling, Marco Pavone. 2021-11-11. On the Problem of Reformulating Systems with Uncertain Dynamics as a Stochastic Differential Equation. https://arxiv.org/abs/2111.06084

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