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We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

Optimization and Control · Mathematics 2016-01-06 June Andrews , Alexander Vladimirsky

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

Multiagent Systems · Computer Science 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen

We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…

Systems and Control · Computer Science 2019-10-31 Mathijs Schuurmans , Pantelis Sopasakis , Panagiotis Patrinos

In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variables we will show how several elements coming from possibly…

Probability · Mathematics 2022-05-12 Francesco Cordoni , Luca Di Persio , Riccardo Muradore

A novel set-theoretical approach to hands-off control is proposed, focusing on spatial arguments for command limitation rather than temporal ones. By employing dynamical feedback alongside invariant set-based constraints, actuation is…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Andrei Sperilă , Sorin Olaru , Stéphane Drobot

The paper extends an impulsive control-theoretical framework towards dynamic systems in the space of measures. We consider a transport equation describing the time-evolution of a conservative "mass" (probability measure), which represents…

Optimization and Control · Mathematics 2020-02-17 Nikolay Pogodaev , Maxim Staritsyn

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro

We propose a control design method for linear time-invariant systems that iteratively learns to satisfy unknown polyhedral state constraints. At each iteration of a repetitive task, the method constructs an estimate of the unknown…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Charlott Vallon , Francesco Borrelli

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…

Robotics · Computer Science 2026-02-04 Xinhang Ma , Junlin Wu , Yiannis Kantaros , Yevgeniy Vorobeychik

This paper considers the problem of robot motion planning in a workspace with obstacles for systems with uncertain 2nd-order dynamics. In particular, we combine closed form potential-based feedback controllers with adaptive control…

Robotics · Computer Science 2020-05-27 Christos K. Verginis , Dimos V. Dimarogonas

In this paper, we study the control of a class of time-invariant linear ensemble systems whose natural dynamics are linear in the system parameter. This class of ensemble control systems arises from practical engineering and physical…

Optimization and Control · Mathematics 2014-10-07 Jr-Shin Li , Ji Qi

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

A recently developed theory of stochastic swimming is used to study the notion of coherence in active systems that couple via hydrodynamic interactions. It is shown that correlations between various modes of deformation in stochastic…

Biological Physics · Physics 2015-05-19 Ali Najafi , Ramin Golestanian
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