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This paper extends the optimal covariance steering problem for linear stochastic systems subject to chance constraints to account for optimal risk allocation. Previous works have assumed a uniform risk allocation to cast the optimal control…

Optimization and Control · Mathematics 2021-04-14 Joshua Pilipovsky , Panagiotis Tsiotras

Addressing safe and efficient interaction between connected and automated vehicles (CAVs) and human-driven vehicles in a mixed-traffic environment has attracted considerable attention. In this paper, we develop a framework for stochastic…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Viet-Anh Le , Behdad Chalaki , Filippos N. Tzortzoglou , Andreas A. Malikopoulos

In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribution in finite time. Toward that goal, first, a…

Optimization and Control · Mathematics 2021-04-05 Alexandros Tsolovikos , Efstathios Bakolas

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…

Robotics · Computer Science 2021-03-24 O. de Groot , B. Brito , L. Ferranti , D. Gavrila , J. Alonso-Mora

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

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

Trajectory planning in urban automated driving is challenging because of the high uncertainty resulting from the unknown future motion of other traffic participants. Robust approaches guarantee safety, but tend to result in overly…

Systems and Control · Electrical Eng. & Systems 2021-11-30 Tommaso Benciolini , Tim Brüdigam , Marion Leibold

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

Computing shortest paths is one of the most researched topics in algorithm engineering. Currently available algorithms compute shortest paths in mere fractions of a second on continental sized road networks. In the presence of…

Data Structures and Algorithms · Computer Science 2014-08-01 Moritz Kobitzsch , Samitha Samaranayake , Dennis Schieferdecker

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

Planning safe paths is a major building block in robot autonomy. It has been an active field of research for several decades, with a plethora of planning methods. Planners can be generally categorised as either trajectory optimisers or…

Robotics · Computer Science 2017-05-18 Gilad Francis , Lionel Ott , Fabio Ramos

We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic systems. More precisely, we consider the motion planning problem in which the robot has stochastic nonlinear dynamics and uncertain initial…

Robotics · Computer Science 2022-03-08 Weiqiao Han , Ashkan Jasour , Brian Williams

The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…

Data Structures and Algorithms · Computer Science 2024-07-10 Chenjuan Guo , Ronghui Xu , Bin Yang , Ye Yuan , Tung Kieu , Yan Zhao , Christian S. Jensen

We present an algorithm for steering the output of a linear system from a feasible initial condition to a desired target position, while satisfying input constraints and non-convex output constraints. The system input is generated by a…

Systems and Control · Computer Science 2017-12-05 Claus Danielson , Avishai Weiss , Karl Berntorp , Stefano Di Cairano

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

Autonomous systems, including robots and drones, face significant challenges when navigating through dynamic environments, particularly within urban settings where obstacles, fluctuating traffic, and pedestrian activity are constantly…

Robotics · Computer Science 2024-11-20 Daniel Ajeleye

This work addresses the problem of optimally steering the state covariance of a linear stochastic system from an initial to a target, subject to hybrid transitions. The nonlinear and discontinuous jump dynamics complicate the control design…

Optimization and Control · Mathematics 2024-10-18 Hongzhe Yu , Diana Frias Franco , Aaron M. Johnson , Yongxin Chen

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