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We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time…

Optimization and Control · Mathematics 2025-09-30 Tingting Ni , Maryam Kamgarpour

We propose to synthesize a control policy for a Markov decision process (MDP) such that the resulting traces of the MDP satisfy a linear temporal logic (LTL) property. We construct a product MDP that incorporates a deterministic Rabin…

Systems and Control · Computer Science 2014-09-22 Dorsa Sadigh , Eric S. Kim , Samuel Coogan , S. Shankar Sastry , Sanjit A. Seshia

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

Linear Time Invariant (LTI) systems are ubiquitous in control applications. Unbounded-time reachability analysis that can cope with industrial-scale models with thousands of variables is needed. To tackle this problem, we use abstract…

Systems and Control · Computer Science 2017-08-24 Dario Cattaruzza , Alessandro Abate , Peter Schrammel , Daniel Kroening

In this paper, we present a provably correct controller synthesis approach for switched stochastic control systems with metric temporal logic (MTL) specifications with provable probabilistic guarantees. We first present the stochastic…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Zhe Xu , Yichen Zhang

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

In this paper, we consider the robust closed-loop model predictive control (MPC) of a linear time-variant (LTV) system with norm bounded disturbances and LTV model uncertainty, wherein a series of constrained optimal control problems (OCPs)…

Optimization and Control · Mathematics 2020-06-16 Shaoru Chen , Han Wang , Manfred Morari , Victor M. Preciado , Nikolai Matni

We propose a robust model predictive control (MPC) method for discrete-time linear systems with polytopic model uncertainty and additive disturbances. Optimizing over linear time-varying (LTV) state feedback controllers has been…

Systems and Control · Electrical Eng. & Systems 2023-09-28 Shaoru Chen , Victor M. Preciado , Manfred Morari , Nikolai Matni

The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…

Optimization and Control · Mathematics 2021-02-09 Alexander Weber , Alexander Knoll

We present a method for synthesizing controllers to steer trajectories from an initial set to a target set on a finite time horizon. The proposed control synthesis problem is decomposed into two steps. The first step under-approximates the…

Systems and Control · Computer Science 2018-10-02 He Yin , Andrew Packard , Murat Arcak , Pete Seiler

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

Robustness and reliability are two key requirements for developing practical quantum control systems. The purpose of this paper is to design a coherent feedback controller for a class of linear quantum systems suffering from Markovian…

Quantum Physics · Physics 2020-03-24 Yanan Liu , Daoyi Dong , Ian R. Petersen , Qing Gao , Steven X. Ding , Shota Yokoyama , Hidehiro Yonezawa

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

This paper presents a method to identify an uncertain linear time-invariant (LTI) prediction model for tube-based Robust Model Predictive Control (RMPC). The uncertain model is determined from a given state-input dataset by formulating and…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Sampath Kumar Mulagaleti , Alberto Bemporad , Mario Zanon

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

Systems and Control · Computer Science 2018-11-28 Sofie Haesaert , Sadegh Soudjani , Alessandro Abate

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu