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Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

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

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Systems and Control · Computer Science 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…

Optimization and Control · Mathematics 2022-11-23 Ziyi Wang , Augustinos D. Saravanos , Hassan Almubarak , Oswin So , Evangelos A. Theodorou

We address the generic problem of optimal quantum state preparation for open quantum systems. It is well known that open quantum systems can be simulated by quantum trajectories described by a stochastic Schr\"odinger equation. In this…

Quantum Physics · Physics 2025-01-31 Aarón Villanueva , Hilbert Kappen

A distributed stochastic optimal control solution is presented for cooperative multi-agent systems. The network of agents is partitioned into multiple factorial subsystems, each of which consists of a central agent and neighboring agents.…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence. Our work introduces Stochastic Optimal Control Matching (SOCM), a novel…

Optimization and Control · Mathematics 2024-10-14 Carles Domingo-Enrich , Jiequn Han , Brandon Amos , Joan Bruna , Ricky T. Q. Chen

We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…

Robotics · Computer Science 2023-11-01 Siddharth H. Nair , Hotae Lee , Eunhyek Joa , Yan Wang , H. Eric Tseng , Francesco Borrelli

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

Approximate methods to solve stochastic optimal control (SOC) problems have received significant interest from researchers in the past decade. Probabilistic inference approaches to SOC have been developed to solve nonlinear quadratic…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Shahbaz P Qadri Syed , He Bai

We tackle the problem of flying time-optimal trajectories through multiple waypoints with quadrotors. State-of-the-art solutions split the problem into a planning task - where a global, time-optimal trajectory is generated - and a control…

Robotics · Computer Science 2022-05-05 Angel Romero , Sihao Sun , Philipp Foehn , Davide Scaramuzza

We introduce the novel concept of Spatial Predictive Control (SPC) to solve the following problem: given a collection of agents (e.g., drones) with positional low-level controllers (LLCs) and a mission-specific distributed cost function,…

Multiagent Systems · Computer Science 2022-04-01 Andreas Brandstätter , Scott A. Smolka , Scott D. Stoller , Ashish Tiwari , Radu Grosu

Intelligent transportation systems have recently emerged to address the growing interest for safer, more efficient, and sustainable transportation solutions. In this direction, this paper presents distributed algorithms for control and…

Systems and Control · Electrical Eng. & Systems 2025-02-03 Mohammadreza Doostmohammadian , Alireza Aghasi , Hamid R. Rabiee

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

In this paper, we present a distributed optimal multiagent control scheme for quadrotor formation tracking under localization errors. Our control architecture is based on a leader-follower approach, where a single leader quadrotor tracks a…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Clinton Enwerem , John Baras , Danilo Romero

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

Nonlinear Model Predictive Control (NMPC) is widely used for controlling high-speed robotic systems such as quadrotors. However, its significant computational demands often hinder real-time feasibility and reliability, particularly in…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Saber Omidi

This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi
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