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The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

This paper presents a novel algorithm for the continuous control of dynamical systems that combines Trajectory Optimization (TO) and Reinforcement Learning (RL) in a single framework. The motivations behind this algorithm are the two main…

Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…

Robotics · Computer Science 2021-09-21 Jennifer Wakulicz , He Kong , Salah Sukkarieh

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

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

This paper is concerned with impulse approximate controllability for stochastic evolution equations with impulse controls. As direct applications, we formulate captivating minimal norm and time optimal control problems; The minimal norm…

Optimization and Control · Mathematics 2024-01-09 Yuanhang Liu

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Decision and control are core functionalities of high-level automated vehicles. Current mainstream methods, such as functionality decomposition and end-to-end reinforcement learning (RL), either suffer high time complexity or poor…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Yangang Ren , Qi Sun , Shengbo Eben Li , Haitong Ma , Jingliang Duan , Yifan Dai , Bo Cheng

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…

Optimization and Control · Mathematics 2024-01-05 William Fife , Pradipto Ghosh , Kyle DeMars

We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile…

Machine Learning · Computer Science 2020-06-30 Anqi Liu , Guanya Shi , Soon-Jo Chung , Anima Anandkumar , Yisong Yue

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…

Systems and Control · Computer Science 2021-01-12 Vasileios Lefkopoulos , Maryam Kamgarpour

Inferring unknown constraints is a challenging and crucial problem in many robotics applications. When only expert demonstrations are available, it becomes essential to infer the unknown domain constraints to deploy additional agents…

Robotics · Computer Science 2023-12-06 Dimitris Papadimitriou , Jingqi Li

In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

Solving stochastic optimal control problems with quadratic control costs can be viewed as approximating a target path space measure, e.g. via gradient-based optimization. In practice, however, this optimization is challenging in particular…

Machine Learning · Computer Science 2026-03-17 Denis Blessing , Julius Berner , Lorenz Richter , Carles Domingo-Enrich , Yuanqi Du , Arash Vahdat , Gerhard Neumann

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Sequential Convex Programming (SCP) has recently seen a surge of interest as a tool for trajectory optimization. However, most available methods lack rigorous performance guarantees and they are often tailored to specific optimal control…

Optimization and Control · Mathematics 2019-03-04 Riccardo Bonalli , Abhishek Cauligi , Andrew Bylard , Marco Pavone

Designing spacecraft trajectories remains challenging in the presence of stochastic effects such as maneuver execution errors and observation uncertainties. Although covariance control and belief-space planning provide useful tools for…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Masahiro Fujiwara , Naoya Ozaki

Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Sean Anderson , Katie Byl , João P. Hespanha
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