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

11/11/2021

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by   Thomas Lew, et al.

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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).