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Tube-based model predictive control (MPC) methods leverage tubes to bound deviations from a nominal trajectory due to uncertainties in order to ensure constraint satisfaction. This paper presents a novel tube-based MPC formulation based on…

Systems and Control · Electrical Eng. & Systems 2021-11-08 Jerome Sieber , Andrea Zanelli , Samir Bennani , Melanie N. Zeilinger

In this paper, we present a discretization algorithm for finite horizon risk constrained dynamic programming algorithm in [Chow_Pavone_13]. Although in a theoretical standpoint, Bellman's recursion provides a systematic way to find optimal…

Optimization and Control · Mathematics 2015-01-12 Yin-Lam Chow , Marco Pavone

In this paper, we propose a novel approach for computing robust backward reachable sets from noisy data for unknown constrained linear systems subject to bounded disturbances. In particular, we develop an algorithm for obtaining zonotopic…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Mehran Attar , Walter Lucia

We present a method for synthesizing controllers to steer trajectories from an initial set to a target set on a finite time horizon. The proposed control synthesis problem is decomposed into two steps. The first step under-approximates the…

Systems and Control · Computer Science 2018-10-02 He Yin , Andrew Packard , Murat Arcak , Pete Seiler

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…

Optimization and Control · Mathematics 2023-05-22 Yunzhang Li , Xiaolu Tan , Shanjian Tang

Reach-avoid optimal control problems, in which the system must reach certain goal conditions while staying clear of unacceptable failure modes, are central to safety and liveness assurance for autonomous robotic systems, but their exact…

Machine Learning · Computer Science 2022-01-25 Kai-Chieh Hsu , Vicenç Rubies-Royo , Claire J. Tomlin , Jaime F. Fisac

This letter proposes a novel sampled-data model predictive control framework for continuous control-affine nonlinear systems that provides rigorous reach-avoid and recursive feasibility guarantees under physical constraints. By propagating…

Optimization and Control · Mathematics 2026-04-07 Jianqiang Ding , Nishant Jayesh Bhave , Shankar A. Deka

The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

Optimization and Control · Mathematics 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

Controlled Lagrangian and matching techniques are developed for the stabilization of relative equilibria and equilibria of discrete mechanical systems with symmetry as well as broken symmetry. Interesting new phenomena arise in the…

Optimization and Control · Mathematics 2007-05-23 Anthony M. Bloch , Melvin Leok , Jerrold E. Marsden , Dmitry V. Zenkov

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our objective is to show near optimality of optimal policies…

Optimization and Control · Mathematics 2025-02-11 Somnath Pradhan , Serdar Yuksel

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

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

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

Optimization and Control · Mathematics 2025-09-03 Hoang Huy Nguyen , Siva Theja Maguluri

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Over-approximating the reachable sets of dynamical systems is a fundamental problem in safety verification and robust control synthesis. The representation of these sets is a key factor that affects the computational complexity and the…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Taha Entesari , Mahyar Fazlyab

This work extends reachability analyses based on ellipsoidal techniques to Linear Time Invariant (LTI) systems subject to an integral quadratic constraint (IQC) between the past state and disturbance signals , interpreted as an input-output…

Optimization and Control · Mathematics 2020-02-14 Paul Rousse , Pierre-Loïc Garoche , Didier Henrion
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