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This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This comment presents the results of using chance-constrained model predictive control (MPC) to solve a one-horizon benchmark collision avoidance problem.

Robotics · Computer Science 2020-06-05 Hai Zhu , Javier Alonso-Mora

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Guanru Pan , Timm Faulwasser

We demonstrate a data-driven technique for adaptive control in dynamical systems that exploits the reservoir computing method. We show that a reservoir computer can be trained to predict a system parameter from the time series data.…

A probabilistic performance-oriented controller design approach based on polynomial chaos expansion and optimization is proposed for flight dynamic systems. Unlike robust control techniques where uncertainties are conservatively handled,…

Systems and Control · Electrical Eng. & Systems 2021-04-20 Dalong Shi , Xiang Fang , Florian Holzapfel

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

Robotics · Computer Science 2023-02-22 Khaled A. Mustafa , Oscar de Groot , Xinwei Wang , Jens Kober , Javier Alonso-Mora

Port-Hamiltonian theory is an established way to describe nonlinear physical systems widely used in various fields such as robotics, energy management, and mechanical engineering. This has led to considerable research interest in the…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Thomas Beckers

Given a Brownian motion $W$ and a stationary Poisson point process $p$ with values in ${\mathbb R}^d$, we prove a Dynamic Programming Principle (DPP) in a strong formulation for a stochastic control problem involving controlled SDEs of the…

Probability · Mathematics 2024-09-12 Alessandro Bondi , Enrico Priola

Understanding program code is a complicated endeavor. As such, myriad different factors can influence the outcome. Investigations of program comprehension, and in particular those using controlled experiments, have to take these factors…

Software Engineering · Computer Science 2021-03-17 Dror G. Feitelson

Decades of research in control theory have shown that simple controllers, when provided with timely feedback, can control complex systems. Pushing is an example of a complex mechanical system that is difficult to model accurately due to…

Robotics · Computer Science 2018-10-10 Maria Bauza , Francois R. Hogan , Alberto Rodriguez

In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…

Probability · Mathematics 2017-07-04 Khrystyna Buchak , Lyudmyla Sakhno

In this paper we introduce the $\epsilon$ - revised system associated to a Hamilton - Poisson system. The $\epsilon$ - revised system of the rigid body with three linear controls is defined and some of its geometrical and dynamical…

Symplectic Geometry · Mathematics 2007-05-23 Dan Comanescu , Mihai Ivan , Gheorghe Ivan

We consider an optimal control problem governed by an ODE with memory playing the role of a control. We show the existence of an optimal solution and derive some necessary optimality conditions. Some examples are then discussed.

Optimization and Control · Mathematics 2010-01-11 Giuseppe Buttazzo , Rabah Tahraoui

This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze…

Optimization and Control · Mathematics 2018-09-18 Tao Bian , Zhong-Ping Jiang

We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…

Optimization and Control · Mathematics 2010-10-05 I. P. Smirnov

We construct an abstract framework in which the dynamic programming principle (DPP) can be readily proven. It encompasses a broad range of common stochastic control problems in the weak formulation, and deals with problems in the…

Optimization and Control · Mathematics 2019-06-04 Roman Fayvisovich , Gordan Zitkovic

The investigations reported in this paper center on the process of dynamic uncertainty assessment during interpretation tasks in real domain. In particular, we are interested here in the nature of the control structure of computer programs…

Artificial Intelligence · Computer Science 2013-04-12 Shohara L. Hardt

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not…

Machine Learning · Computer Science 2017-05-17 Avi Pfeffer