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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Variational inference is increasingly being addressed with stochastic optimization. In this setting, the gradient's variance plays a crucial role in the optimization procedure, since high variance gradients lead to poor convergence. A…

Machine Learning · Computer Science 2020-10-23 Tomas Geffner , Justin Domke

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…

Machine Learning · Statistics 2021-04-13 Mattias Åkesson , Prashant Singh , Fredrik Wrede , Andreas Hellander

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

We study in this paper the problem of adaptive trajectory tracking for nonlinear systems affine in the control with bounded state-dependent and time-dependent uncertainties. We propose to use a modular approach, in the sense that we first…

Systems and Control · Computer Science 2015-07-21 Mouhacine Benosman , Meng Xia

This work presents proximally optimal predictive control algorithm, which is essentially a model-based lateral controller for steered autonomous vehicles that selects an optimal steering command within the neighborhood of previous steering…

Robotics · Computer Science 2023-05-16 Chinmay Vilas Samak , Tanmay Vilas Samak , Sivanathan Kandhasamy

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

We consider the problem of an autonomous agent equipped with multiple sensors, each with different sensing precision and energy costs. The agent's goal is to explore the environment and gather information subject to its resource constraints…

Robotics · Computer Science 2024-04-30 Joshua Ott , Edward Balaban , Mykel Kochenderfer

The framework of reinforcement learning or optimal control provides a mathematical formalization of intelligent decision making that is powerful and broadly applicable. While the general form of the reinforcement learning problem enables…

Machine Learning · Computer Science 2018-05-22 Sergey Levine

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

We propose a Gaussian variational inference framework for the motion planning problem. In this framework, motion planning is formulated as an optimization over the distribution of the trajectories to approximate the desired trajectory…

Robotics · Computer Science 2023-03-27 Hongzhe Yu , Yongxin Chen

Optimal quantum control theory carries a huge promise for quantum technology. Its experimental application, however, is often hindered by imprecise knowledge of the its input variables, the quantum system's parameters. We show how to…

Quantum Physics · Physics 2014-06-25 D. J. Egger , F. K. Wilhelm

We study the nonlinear observability of a systems states in view of how well they are observable and what control inputs would improve the convergence of their estimates. We use these insights to develop an observability-aware…

Robotics · Computer Science 2016-04-28 Karol Hausman , James Preiss , Gaurav Sukhatme , Stephan Weiss
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