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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 consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

This paper offers a critical view of the "worst-case" approach that is the cornerstone of robust control design. It is our contention that a blind acceptance of worst-case scenarios may lead to designs that are actually more dangerous than…

Optimization and Control · Mathematics 2013-11-05 Xinjia Chen , Jorge Aravena , Kemin Zhou

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle

This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall…

Optimization and Control · Mathematics 2025-08-19 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

In real-world control applications, actuator constraints and output constraints (specifically in tracking problems) are inherent and critical to ensuring safe and reliable operation. However, generally, control strategies often neglect…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Saurabh Kumar , Shashi Ranjan Kumar , Abhinav Sinha

In the real-world, self-driving vehicles are required to achieve steering maneuvers in both uncontrolled and uncertain environments while maintaining high levels of safety and passengers' comfort. Ignoring these requirements would…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Yasir K. Al-Nadawi , Hothaifa Al-Qassab , Daniel Kent , Su Pang , Vaibhav Srivastava , Hayder Radha

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

As autonomous systems become more complex and integral in our society, the need to accurately model and safely control these systems has increased significantly. In the past decade, there has been tremendous success in using deep learning…

Robotics · Computer Science 2024-09-10 Hao Wang , Javier Borquez , Somil Bansal

Autonomous vehicles rely on accurate trajectory prediction to inform decision-making processes related to navigation and collision avoidance. However, current trajectory prediction models show signs of overfitting, which may lead to unsafe…

Robotics · Computer Science 2024-04-23 Jeroen Hagenus , Frederik Baymler Mathiesen , Julian F. Schumann , Arkady Zgonnikov

When designing controllers for safety-critical systems, practitioners often face a challenging tradeoff between robustness and performance. While robust control methods provide rigorous guarantees on system stability under certain…

Machine Learning · Computer Science 2021-04-27 Priya L. Donti , Melrose Roderick , Mahyar Fazlyab , J. Zico Kolter

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

Safe control for control-affine systems has been extensively studied. However, due to the complexity of system dynamics, it is challenging and time-consuming to apply these methods directly to non-control-affine systems, which cover a large…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Yihang Yao , Tianhao Wei , Changliu Liu

Motion planning is a fundamental problem and focuses on finding control inputs that enable a robot to reach a goal region while safely avoiding obstacles. However, in many situations, the state of the system may not be known but only…

Robotics · Computer Science 2021-08-30 Lars Lindemann , Matthew Cleaveland , Yiannis Kantaros , George J. Pappas

In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under…

Optimization and Control · Mathematics 2017-06-08 Tomasz R. Bielecki , Tao Chen , Igor Cialenco , Areski Cousin , Monique Jeanblanc

Non-prehensile manipulation such as pushing is typically subject to uncertain, non-smooth dynamics. However, modeling the uncertainty of the dynamics typically results in intractable belief dynamics, making data-efficient planning under…

Robotics · Computer Science 2024-06-28 Julius Jankowski , Lara Brudermüller , Nick Hawes , Sylvain Calinon