English
Related papers

Related papers: Reach-Avoid Problems with Time-Varying Dynamics, T…

200 papers

To guarantee the safety of flight operations, decision-support systems for air traffic control must be able to improve the usage of airspace capacity and handle increasing demand. In this study, we address the aircraft conflict avoidance…

Optimization and Control · Mathematics 2022-03-24 Fernando H. C. Dias , David Rey

In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…

Robotics · Computer Science 2022-02-22 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Masayoshi Tomizuka , Tong Heng Lee

This paper investigates robust stochastic differential games among insurers under model uncertainty and stochastic volatility. The surplus processes of ambiguity-averse insurers (AAIs) are characterized by drifted Brownian motion with both…

Mathematical Finance · Quantitative Finance 2024-12-13 Guohui Guan , Zongxia Liang , Yi Xia

As air traffic volume is continuously increasing, it has become a priority to improve traffic control algorithms to handle future air travel demand and improve airspace capacity. We address the conflict resolution problem in air traffic…

Optimization and Control · Mathematics 2020-02-18 Fernando H. C. Dias , Stephanie Rahme , David Rey

In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…

Optimization and Control · Mathematics 2015-05-19 Ishak Alia , Farid Chighoub , Ayesha Sohail

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…

Optimization and Control · Mathematics 2020-10-16 Hongdan Li , Xun Li , Huanshui Zhang

Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…

Robotics · Computer Science 2021-09-21 Jennifer Wakulicz , He Kong , Salah Sukkarieh

Integration of reinforcement learning with unmanned aerial vehicles (UAVs) to achieve autonomous flight has been an active research area in recent years. An important part focuses on obstacle detection and avoidance for UAVs navigating…

Artificial Intelligence · Computer Science 2021-03-12 Jeremy Roghair , Kyungtae Ko , Amir Ehsan Niaraki Asli , Ali Jannesari

This paper introduces a sampling-based strategy synthesis algorithm for nondeterministic hybrid systems with complex continuous dynamics under temporal and reachability constraints. We model the evolution of the hybrid system as a…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Qi Heng Ho , Zachary N. Sunberg , Morteza Lahijanian

Consider discrete-time linear distributed averaging dynamics, whereby agents in a network start with uncorrelated and unbiased noisy measurements of a common underlying parameter (state of the world) and iteratively update their estimates…

Optimization and Control · Mathematics 2023-03-21 Giacomo Como , Fabio Fagnani , Anton V. Proskurnikov

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

We introduce a discrete-time search game, in which two players compete to find an object first. The object moves according to a time-varying Markov chain on finitely many states. The players know the Markov chain and the initial probability…

Computer Science and Game Theory · Computer Science 2020-08-28 Benoit Duvocelle , János Flesch , Mathias Staudigl , Dries Vermeulen

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

When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi

In this paper we propose a convex programming based method to address a long-standing problem of inner-approximating backward reachable sets of state-constrained polynomial systems subject to time-varying uncertainties. The backward…

Optimization and Control · Mathematics 2019-06-12 Bai Xue , Martin Fränzle , Naijun Zhan

Contact-rich robotic systems, such as legged robots and manipulators, are often represented as hybrid systems. However, the stability analysis and region-of-attraction computation for these systems are often challenging because of the…

Robotics · Computer Science 2022-02-10 Jason J. Choi , Ayush Agrawal , Koushil Sreenath , Claire J. Tomlin , Somil Bansal

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès