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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

Approximate methods to solve stochastic optimal control (SOC) problems have received significant interest from researchers in the past decade. Probabilistic inference approaches to SOC have been developed to solve nonlinear quadratic…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Shahbaz P Qadri Syed , He Bai

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

This paper presents a robust path-planning framework for safe spacecraft autonomy under uncertainty and develops a computationally tractable formulation based on convex programming. We utilize chance-constrained control to formulate the…

Optimization and Control · Mathematics 2024-04-19 Kenshiro Oguri

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

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…

Optimization and Control · Mathematics 2024-03-13 Liuhong Chen , Ju Ming , Max D. Gunzburger

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

Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Christian Vitale , Savvas Papaioannou , Panayiotis Kolios , Georgios Ellinas

Spacecraft operations are influenced by uncertainties such as dynamics modeling, navigation, and maneuver execution errors. Although mission design has traditionally incorporated heuristic safety margins to mitigate the effect of…

Optimization and Control · Mathematics 2025-06-10 Naoya Kumagai , Kenshiro Oguri

We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the solution of dynamic programming in probability spaces…

Optimization and Control · Mathematics 2024-04-09 Antonio Terpin , Nicolas Lanzetti , Florian Dörfler

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

Systems and Control · Computer Science 2017-01-10 Gianluca Meneghello , Paolo Luchini , Thomas Bewley

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

Optimization and Control · Mathematics 2024-12-13 Karthik Sivaramakrishnan , Vignesh Sivaramakrishnan , Rosalyn Alex Devonport , Meeko M. K. Oishi

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams

Aerocapture is sensitive to trajectory errors, particularly for low-cost missions with imprecise navigation. For such missions, considering the probability of each failure mode when computing guidance commands can increase capture rate. A…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Grace E. Calkins , Jay W. McMahon , Alireza Doostan , David C. Woffinden