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This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

Within the missile guidance and control system the autopilot must overcome an array of variables and uncertainties to maintain tracking trajectory. A large uncertainty explored in this paper is the difference between the assumed flight…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Eerik Cockin , Xinhua Wang

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

We consider data-based predictive control based on behavioral systems theory. In the linear setting this means that a system is described as a subspace of trajectories, and predictive control can be formulated using a projection onto the…

Systems and Control · Electrical Eng. & Systems 2026-04-02 András Sasfi , Jaap Eising , Florian Dörfler

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau

Materials that dissipate energy efficiently under high-speed impacts, from micrometeoroid strikes on spacecraft to ballistic penetration in protective systems, are essential for maintaining structural integrity in extreme environments. Yet,…

Classical Physics · Physics 2026-01-06 Yasara Dharmadasa , Nicholas Jaegersberg , Ara Kim , Jizhe Cai , Ramathasan Thevamaran

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

Air-to-air missiles are used on many modern military combat aircraft for self-defence. It is imperative for the pilots using the weapons that the missiles hit their target first time. The important goals for a missile control system to…

Systems and Control · Electrical Eng. & Systems 2024-11-13 Joshua Farrington , Xinhua Wang

Trajectory prediction of aerial vehicles is a key requirement in applications ranging from missile guidance to UAV collision avoidance. While most prediction methods assume deterministic target motion, real-world targets often exhibit…

Robotics · Computer Science 2025-12-19 Marc Schneider , Renato Loureiro , Torbjørn Cunis , Walter Fichter

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

Physics Education · Physics 2025-09-16 Matyas Barczy , Imre Kocsis , Csaba Gábor Kézi

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 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

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

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Real-time safety systems are crucial components of intelligent vehicles. This paper introduces a prediction-based collision risk assessment approach on highways. Given a point mass vehicle dynamics system, a stochastic forward reachable set…

Systems and Control · Electrical Eng. & Systems 2022-05-04 Xinwei Wang , Zirui Li , Javier Alonso-Mora , Meng Wang

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

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

Statistical Mechanics · Physics 2021-05-05 Gabriel Mercado-Vásquez , Denis Boyer
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