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We propose a scalable method for forward stochastic reachability analysis for uncontrolled linear systems with affine disturbance. Our method uses Fourier transforms to efficiently compute the forward stochastic reach probability measure…

Systems and Control · Computer Science 2017-02-14 Abraham P. Vinod , Baisravan Homchaudhuri , Meeko M. K. Oishi

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…

Systems and Control · Computer Science 2019-08-16 Fangfang Zheng , Saif Eddin Jabari , Henry X. Liu , DianChao Lin

We develop a non-empirical scheme to search for the minimum-energy escape paths from the minima of the potential surface to unknown saddle points nearby. A stochastic algorithm is constructed to move the walkers up the surface through the…

Computational Physics · Physics 2018-05-23 Ryosuke Akashi , Yuri S. Nagornov

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

Autonomous robot networks are an effective tool for monitoring large-scale environmental fields. This paper proposes distributed control strategies for localizing the source of a noisy signal, which could represent a physical quantity of…

Multiagent Systems · Computer Science 2014-04-14 Nikolay A. Atanasov , Jerome Le Ny , George J. Pappas

We extend source seeking algorithms, in the absence of position and velocity measurements, and with tuning of the surge input, from velocity-actuated (unicycle) kinematic models to force-actuated generic Euler-Lagrange dynamic underactuated…

Systems and Control · Electrical Eng. & Systems 2022-12-29 Bo Wang , Sergey Nersesov , Hashem Ashrafiuon , Peiman Naseradinmousavi , Miroslav Krstić

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

In crowded environments, individuals must navigate around other occupants to reach their destinations. Understanding and controlling traffic flows in these spaces is relevant for coordinating robot swarms and designing infrastructure for…

Robotics · Computer Science 2026-02-25 Lucy Liu , Justin Werfel , Federico Toschi , L. Mahadevan

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn

This paper proposes a non-adaptive control solution framework to the practical output regulation problem (PORP) for a class of nonlinear systems with uncertain parameters, unknown control directions and uncertain exosystem dynamics. The…

Optimization and Control · Mathematics 2025-06-17 Shimin Wang , Martin Guay , Denis Dochain

We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Hongyu Zhou , Yichen Song , Vasileios Tzoumas

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 present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

Saddle points provide a hierarchical view of the energy landscape, revealing transition pathways and interconnected basins of attraction, and offering insight into the global structure, metastability, and possible collective mechanisms of…

Numerical Analysis · Mathematics 2025-10-17 Baoming Shi , Lei Zhang , Qiang Du

A fundamental aspect of racing is overtaking other race cars. Whereas previous research on autonomous racing has majorly focused on lap-time optimization, here, we propose a method to plan overtaking maneuvers in autonomous racing. A…

Robotics · Computer Science 2021-05-27 Tim Brüdigam , Alexandre Capone , Sandra Hirche , Dirk Wollherr , Marion Leibold

A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…

Other Condensed Matter · Physics 2009-11-10 K. Thomas Waldeer

The homotopy continuation method has been widely used in solving parametric systems of nonlinear equations. But it can be very expensive and inefficient due to singularities during the tracking even though both start and end points are…

Numerical Analysis · Mathematics 2021-04-13 Wenrui Hao , Chunyue Zheng