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This paper deals with some of the methodologies used to construct polynomial surrogate models based on generalized polynomial chaos (gPC) expansions for applications to uncertainty quantification (UQ) in aerodynamic computations. A core…

Fluid Dynamics · Physics 2018-03-14 Eric Savin , Andrea Resmini , Jacques Peter

Flocking model has been widely used to control robotic swarm. However, with the increasing scalability, there exist complex conflicts for robotic swarm in autonomous navigation, brought by internal pattern maintenance, external environment…

Multiagent Systems · Computer Science 2019-07-30 Li Ma , Weidong Bao , Xiaomin Zhu , Meng Wu , Yuan Wang , Yunxiang Ling , Wen Zhou

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

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

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

Conventional approaches for controlling open quantum systems use coherent control which affects the system's evolution through the Hamiltonian part of the dynamics. Such control, although being extremely efficient for a large variety of…

Quantum Physics · Physics 2009-05-04 Alexander Pechen , Herschel Rabitz

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

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

In this work we analyze and bound the effect of modeling errors on the stabilization of pure states or subspaces for quantum stochastic evolutions. Different approaches are used for open-loop and feedback control protocols. For both, we…

Quantum Physics · Physics 2024-09-27 Weichao Liang , Kentaro Ohki , Francesco Ticozzi

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

Optimization and Control · Mathematics 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

We derive the quantum stochastic master equation for bosonic systems without measurement theory but control theory. It is shown that the quantum effect of the measurement can be represented as the correlation between dynamical and…

Quantum Physics · Physics 2007-05-23 M. Yanagisawa

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

It is promising but challenging to design flocking control for a robot swarm to autonomously follow changing patterns or shapes in a optimal distributed manner. The optimal flocking control with dynamic pattern formation is, therefore,…

Robotics · Computer Science 2024-03-14 Chenghao Yu , Dengyu Zhang , Qingrui Zhang

We propose and analyze a framework for discrete-time robust mean-field control problems under common noise uncertainty. In this framework, the mean-field interaction describes the collective behavior of infinitely many cooperative agents'…

Optimization and Control · Mathematics 2025-11-07 Mathieu Laurière , Ariel Neufeld , Kyunghyun Park

In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their…

Optimization and Control · Mathematics 2018-05-23 Giorgio Ferrari , Frank Riedel , Jan-Henrik Steg

We investigate universal features of measurement-and-feedback control of quantum chaotic dynamics by examining the quantum Arnold cat map, a paradigmatic model of quantum chaos. Inspired by probabilistic control of classical chaos, our…

Quantum Physics · Physics 2026-02-26 Andrew A. Allocca , Devesh K. Verma , Sriram Ganeshan , Justin H. Wilson

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…

General Finance · Quantitative Finance 2017-10-06 Ravi Kashyap
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