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Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Safety-critical applications require controllers/policies that can guarantee safety with high confidence. The control barrier function is a useful tool to guarantee safety if we have access to the ground-truth system dynamics. In practice,…

Machine Learning · Computer Science 2021-12-30 Athindran Ramesh Kumar , Sulin Liu , Jaime F. Fisac , Ryan P. Adams , Peter J. Ramadge

This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…

Optimization and Control · Mathematics 2018-04-10 Kazuhide Okamoto , Maxim Goldshtein , Panagiotis Tsiotras

We investigate the problem of coordinating human-driven vehicles in road intersections without any traffic lights or signs by issuing speed advices. The vehicles in the intersection are assumed to move along an a priori known path and to be…

Optimization and Control · Mathematics 2019-04-01 Alexander Katriniok , Stefan Kojchev , Erjen Lefeber , Henk Nijmeijer

Ensuring constraint satisfaction is a key requirement for safety-critical systems, which include most robotic platforms. For example, constraints can be used for modeling joint position/velocity/torque limits and collision avoidance.…

Robotics · Computer Science 2025-09-04 Elias Fontanari , Gianni Lunardi , Matteo Saveriano , Andrea Del Prete

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

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Guanru Pan , Timm Faulwasser

This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…

Optimization and Control · Mathematics 2025-03-18 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

Autonomous vehicles face the problem of optimizing the expected performance of subsequent maneuvers while bounding the risk of collision with surrounding dynamic obstacles. These obstacles, such as agent vehicles, often exhibit stochastic…

Artificial Intelligence · Computer Science 2023-02-28 Rashid Alyassi , Majid Khonji

In order for automated mobile vehicles to navigate in the real world with minimal collision risks, it is necessary for their planning algorithms to consider uncertainties from measurements and environmental disturbances. In this paper, we…

Robotics · Computer Science 2022-12-19 Nathan Goulet , Qian Wang , Beshah Ayalew

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ran Jing , Xiangrui Zeng

According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Hernan Haimovich , Rodrigo Aldana-Lopez , Richard Seeber , David Gomez-Gutierrez