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This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

Uncertainty quantification is one of the central challenges for machine learning in real-world applications. In reinforcement learning, an agent confronts two kinds of uncertainty, called epistemic uncertainty and aleatoric uncertainty.…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa , Haiyan Wang , Chetan Gupta

Probabilistic collision detection (PCD) is essential in motion planning for robots operating in unstructured environments, where considering sensing uncertainty helps prevent damage. Existing PCD methods mainly used simplified geometric…

Robotics · Computer Science 2025-08-28 Xiaoli Wang , Sipu Ruan , Xin Meng , Gregory Chirikjian

Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…

Artificial Intelligence · Computer Science 2012-06-26 Sven Seuken , Shlomo Zilberstein

Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…

Systems and Control · Computer Science 2017-05-03 Ruediger Ehlers , Salar Moarref , Ufuk Topcu

Real-world systems are often characterized by high-dimensional nonlinear dynamics, making them challenging to control in real time. While reduced-order models (ROMs) are frequently employed in model-based control schemes, dimensionality…

Systems and Control · Electrical Eng. & Systems 2023-09-13 John Irvin Alora , Luis A. Pabon , Johannes Köhler , Mattia Cenedese , Ed Schmerling , Melanie N. Zeilinger , George Haller , Marco Pavone

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…

Optimization and Control · Mathematics 2026-04-21 Yuchao Li , Dimitri Bertsekas

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

Computation · Statistics 2014-06-18 José Miguel Pasini , Tuhin Sahai

Power systems that need to integrate renewables at a large scale must account for the high levels of uncertainty introduced by these power sources. This can be accomplished with a system of many distributed grid-level storage devices.…

Optimization and Control · Mathematics 2020-02-04 Joseph L. Durante , Juliana Nascimento , Warren B. Powell

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Dimensionality reduction of decision variables is a practical and classic method to reduce the computational burden in linear and Nonlinear Model Predictive Control (NMPC). Available results range from early move-blocking ideas to…

Optimization and Control · Mathematics 2023-06-30 Guanru Pan , Timm Faulwasser

We address the stabilization of linear, time-varying parabolic PDEs using finite-dimensional receding horizon controls (RHCs) derived from reduced-order models (ROMs). We first prove exponential stability and suboptimality of the…

Optimization and Control · Mathematics 2026-05-27 Behzad Azmi , Michael Kartmann , Stefan Volkwein

Dynamic polarization control (DPC) is beneficial for many optical applications. It uses adjustable waveplates to perform automatic polarization tracking and manipulation. Efficient algorithms are essential to realizing an endless…

Robotics · Computer Science 2025-08-27 Dawei Wang , Kaiqin Lai , Ying Yu , Qi Sui , Zhaohui Li

Clustering uncertain data is an essential task in data mining for the internet of things. Possible world based algorithms seem promising for clustering uncertain data. However, there are two issues in existing possible world based…

Machine Learning · Computer Science 2019-09-30 Han Liu , Xianchao Zhang , Xiaotong Zhang , Qimai Li , Xiao-Ming Wu

We address the challenge of dimension reduction in the discrete-time optimal control problem which is solved repeatedly online within the framework of model predictive control. Our study demonstrates that a reduced-order approach, aimed at…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Roland Schurig , Andreas Himmel , Rolf Findeisen

Model Predictive Control (MPC) is a popular technology to operate industrial systems. It refers to a class of control algorithms that use an explicit model of the system to obtain the control action by minimizing a cost function. At each…

Optimization and Control · Mathematics 2024-11-22 Luz A. Alvarez , Diego F. de Bernardini , Christophe Gallesco

Safety is a critical issue in learning-based robotic and autonomous systems as learned information about their environments is often unreliable and inaccurate. In this paper, we propose a risk-aware motion control tool that is robust…

Robotics · Computer Science 2020-03-06 Astghik Hakobyan , Insoon Yang

In this work, we present a learning-based nonlinear $H^\infty$ control algorithm that guarantee system performance under learned dynamics and disturbance estimate. The Gaussian Process (GP) regression is utilized to update the nominal…

Systems and Control · Electrical Eng. & Systems 2021-07-12 Wei Sun , Theodore B. Trafalis
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