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This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

Control barrier functions (CBFs) and safety-critical control have seen a rapid increase in popularity in recent years, predominantly applied to systems in aerospace, robotics and neural network controllers. Control barrier functions can…

Theoretical Economics · Economics 2024-02-27 David van Wijk

Optimizing noisy functions online, when evaluating the objective requires experiments on a deployed system, is a crucial task arising in manufacturing, robotics and many others. Often, constraints on safe inputs are unknown ahead of time,…

Optimization and Control · Mathematics 2023-06-06 Ilnura Usmanova , Yarden As , Maryam Kamgarpour , Andreas Krause

In this paper, we study a safe control design for dynamical systems in the presence of uncertainty in a dynamical environment. The worst-case error approach is considered to formulate robust Control Barrier Functions (CBFs) in an…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Vahid Hamdipoor , Nader Meskin , Christos G. Cassandras

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

We develop a novel form of differentiable predictive control (DPC) with safety and robustness guarantees based on control barrier functions. DPC is an unsupervised learning-based method for obtaining approximate solutions to explicit model…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Wenceslao Shaw Cortez , Jan Drgona , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Ensuring safety in the sense of constraint satisfaction for learning-based control is a critical challenge, especially in the model-free case. While safety filters address this challenge in the model-based setting by modifying unsafe…

Systems and Control · Electrical Eng. & Systems 2026-01-15 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be used to transport…

Machine Learning · Statistics 2024-10-11 Qijia Jiang , David Nabergoj

This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…

Optimization and Control · Mathematics 2020-10-15 Shuaiqi Zhang , Xun Li , Jie Xiong

This paper addresses the challenge of integrating explicit hard constraints into the control barrier function (CBF) framework for ensuring safety in autonomous systems, including robots. We propose a novel data-driven method to derive CBFs…

Robotics · Computer Science 2023-12-14 Jaemin Lee , Jeeseop Kim , Aaron D. Ames

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen

Safe autonomy is a critical requirement and a key enabler for robots to operate safely in unstructured complex environments. Control barrier functions and safe motion corridors are two widely used but technically distinct safety methods,…

Robotics · Computer Science 2026-03-09 Ömür Arslan , Nikolay Atanasov

Autonomous vehicles must navigate dynamically uncertain environments while balancing safety and efficiency. This challenge is exacerbated by unpredictable human-driven vehicle (HV) behaviors and perception inaccuracies, necessitating…

Robotics · Computer Science 2026-04-16 Rui Yang , Lei Zheng , Shuzhi Sam Ge , Jun Ma

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

This tutorial paper presents recent work of the authors that extends the theory of Control Barrier Functions (CBFs) to address practical challenges in the synthesis of safe controllers for autonomous systems and robots. We present novel…

Optimization and Control · Mathematics 2023-12-29 Kunal Garg , James Usevitch , Joseph Breeden , Mitchell Black , Devansh Agrawal , Hardik Parwana , Dimitra Panagou

In this paper, we study a delayed forward-backward stochastic control system in which all the coefficients depend on the state and control terms, and the control domain is not necessarily convex. A global stochastic maximum principle is…

Optimization and Control · Mathematics 2026-01-21 Feng Li

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler
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