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This article presents a new method for computing guaranteed convex and concave relaxations of nonlinear stochastic optimal control problems with final-time expected-value cost functions. This method is motivated by similar methods for…

Optimization and Control · Mathematics 2017-11-27 Yuanxun Shao , Dillard Robertson , Joseph Kirk Scott

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

This paper studies a vertical powered descent problem in the context of planetary landing, considering glide-slope and thrust pointing constraints and minimizing any final cost. In a first time, it proves the Max-Min-Max or Max-Singular-Max…

Optimization and Control · Mathematics 2022-04-15 Clara Leparoux , Bruno Hérissé , Frédéric Jean

Ensuring safe driving while maintaining travel efficiency for autonomous vehicles in dynamic and occluded environments is a critical challenge. This paper proposes an occlusion-aware contingency safety-critical planning approach for…

Robotics · Computer Science 2025-11-25 Lei Zheng , Rui Yang , Minzhe Zheng , Zengqi Peng , Michael Yu Wang , Jun Ma

In this paper, a convex optimization-based method is proposed for numerically solving dynamic programs in continuous state and action spaces. The key idea is to approximate the output of the Bellman operator at a particular state by the…

Optimization and Control · Mathematics 2020-10-23 Insoon Yang

This work presents a convex optimization framework for the planning and tracking of quadcopter trajectories with continuous-time safety guarantees. Using B-spline basis functions and the differential flatness property of quadcopters, a…

Optimization and Control · Mathematics 2026-04-28 Victor Freire , Xiangru Xu

We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…

Systems and Control · Computer Science 2013-10-28 Krishnamurthy Dvijotham , Emanuel Todorov , Maryam Fazel

We consider the speed planning problem for a vehicle moving along an assigned trajectory, under maximum speed, tangential and lateral acceleration, and jerk constraints. The problem is a nonconvex one, where nonconvexity is due to jerk…

Optimization and Control · Mathematics 2023-10-12 Luca Consolini , Marco Locatelli

We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

Optimization and Control · Mathematics 2022-11-17 Marko Nonhoff , Matthias A. Müller

The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit the convex analytic method and make three primary…

Optimization and Control · Mathematics 2022-08-04 Ari Arapostathis , Serdar Yüksel

Unmanned aerial vehicles (UAVs) are promising for providing communication services due to their advantages in cost and mobility, especially in the context of the emerging Metaverse and Internet of Things (IoT). This paper considers a…

Machine Learning · Computer Science 2023-05-31 Peiyuan Si , Liangxin Qian , Jun Zhao , Kwok-Yan Lam

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Optimization and Control · Mathematics 2026-04-30 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

Orthogonal collocation methods are direct approaches for solving optimal control problems (OCP). A high solution accuracy is achieved with few optimization variables, making it more favorable for embedded and real-time NMPC applications.…

Optimization and Control · Mathematics 2023-07-11 Jean Pierre Allamaa , Panagiotis Patrinos , Herman Van der Auweraer , Tong Duy Son

Learning-based controllers have achieved impressive performance in agile quadrotor flight but typically rely on massive training in simulation, necessitating accurate system identification for effective Sim2Real transfer. However, even with…

Robotics · Computer Science 2026-02-11 Yunfan Ren , Zhiyuan Zhu , Jiaxu Xing , Davide Scaramuzza

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Machine Learning · Computer Science 2017-11-13 Yichen Wang , Grady Williams , Evangelos Theodorou , Le Song

We consider a two-level discrete-time control framework with real-time constraints where a central controller issues setpoints to be implemented by local controllers. The local controllers implement the setpoints with some approximation and…

Optimization and Control · Mathematics 2016-12-22 Andrey Bernstein , Niek J. Bouman , Jean-Yves Le Boudec

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan