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We consider the problem of stochastic prediction and control in a time-dependent stochastic environment, such as the ocean, where escape from an almost invariant region occurs due to random fluctuations. We determine high-probability…

Adaptation and Self-Organizing Systems · Physics 2015-05-27 Eric Forgoston , Lora Billings , Philip Yecko , Ira B. Schwartz

Robust model predictive control algorithms are essential for addressing unavoidable errors due to the uncertainty in predicting real-world systems. However, the formulation of such algorithms typically results in a trade-off between…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Moritz Heinlein , Sankaranarayanan Subramanian , Sergio Lucia

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or approximating the solution to) complex optimal control…

Optimization and Control · Mathematics 2019-03-19 Andrey Bernstein , Yue Chen , Marcello Colombino , Emiliano Dall'Anese , Prashant Mehta , Sean Meyn

In this extended abstract, we report on ongoing work towards an approximate multimodal optimization algorithm with asymptotic guarantees. Multimodal optimization is the problem of finding all local optimal solutions (modes) to a path…

Robotics · Computer Science 2021-07-07 Andreas Orthey , Florian T. Pokorny , Marc Toussaint

Voltage stability in modern power systems involves coupled dynamics across multiple time scales. Conventional methods based on time-scale separation or static stability margins may overlook instabilities caused by the coupling of slow and…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Naoki Hashima , Hikaru Hoshino , Luis David Pabón Ospina , Eiko Furutani

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

Traditional reachability methods provide formal guarantees of safety under bounded disturbances. However, they strictly enforce state constraints as inviolable, which can result in overly conservative or infeasible solutions in complex…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Chams Eddine Mballo , Donggun Lee , Claire J. Tomlin

Fault tolerance is increasingly important for unmanned autonomous vehicles. For example, in a multi robot system the agents need the ability to effectively detect and tolerate internal failures in order to continue performing their tasks…

Combinatorics · Mathematics 2016-05-02 S. Bereg , L. E. Caraballo , J. M. Díaz-Báñez , M. A. Lopez

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

Stable matching is a fundamental area with many practical applications, such as centralised clearinghouses for school choice or job markets. Recent work has introduced the paradigm of near-feasibility in capacitated matching settings, where…

Computer Science and Game Theory · Computer Science 2026-02-12 Frederik Glitzner

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri

In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…

Optimization and Control · Mathematics 2017-11-27 Peyman Mohajerin Esfahani , Debasish Chatterjee , John Lygeros

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

Action anticipation, intent prediction, and proactive behavior are all desirable characteristics for autonomous driving policies in interactive scenarios. Paramount, however, is ensuring safety on the road --- a key challenge in doing so is…

Robotics · Computer Science 2019-01-01 Karen Leung , Edward Schmerling , Mo Chen , John Talbot , J. Christian Gerdes , Marco Pavone

The Responsibility-Sensitive Safety (RSS) model offers provable safety for vehicle behaviors such as minimum safe following distance. However, handling worst-case variability and uncertainty may significantly lower vehicle permissiveness,…

Robotics · Computer Science 2019-11-05 Philip Koopman , Beth Osyk , Jack Weast

Bounded-rate multi-mode systems (BMMS) are hybrid systems that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent rates that can vary within given…

Logic in Computer Science · Computer Science 2013-02-05 Rajeev Alur , Vojtech Forejt , Salar Moarref , Ashutosh Trivedi

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

Robotics · Computer Science 2024-07-22 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Moritz Diehl

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Alberto Mellone , Giordano Scarciotti

In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…

Robotics · Computer Science 2018-03-28 Arun Kumar Singh , Sigal Berman , Ilana Nisky