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We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

Continuous-time generative models have achieved remarkable success in image restoration and synthesis. However, controlling the composition of multiple pre-trained models remains an open challenge. Current approaches largely treat…

Machine Learning · Computer Science 2026-05-20 Riccardo Barbano , Alexander Denker , Zeljko Kereta , Runchang Li , Francisco Vargas

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

This paper addresses the problem of navigation control of a general class of uncertain nonlinear multi-agent systems in a bounded workspace of $\mathbb{R}^n$ with static obstacles. In particular, we propose a decentralized control protocol…

Systems and Control · Computer Science 2019-09-05 Alexandros Filotheou , Alexandros Nikou , Dimos V. Dimarogonas

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the influence of spatial constraints on agents' performance. Yet hand-designing conducive environment layouts…

Systems and Control · Electrical Eng. & Systems 2023-05-22 Zhan Gao , Amanda Prorok

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions…

Systems and Control · Electrical Eng. & Systems 2022-03-09 Pushpak Jagtap , Dimos V. Dimarogonas

The optimal control for mobile agents is an important and challenging issue. Recent work shows that using randomized mechanism in agents' control can make the state unpredictable, and thus improve the security of agents. However, the…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Chendi Qu , Jianping He , Jialun Li

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

Traditional methods plan feasible paths for multiple agents in the stochastic environment. However, the methods' iterations with the changes in the environment result in computation complexities, especially for the decentralized agents…

Robotics · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen , Jinhu Lü

Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…

Systems and Control · Electrical Eng. & Systems 2019-10-09 Huishan Chen , Zheng Zhang

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Tim Brüdigam

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Johanna Bethge , Maik Pfefferkorn , Alexander Rose , Jan Peters , Rolf Findeisen