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In this work we consider optimal stopping problems with conditional convex risk measures called optimised certainty equivalents. Without assuming any kind of time-consistency for the underlying family of risk measures, we derive a novel…

Mathematical Finance · Quantitative Finance 2014-12-16 Denis Belomestny , Volker Kraetschmer

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

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

This paper investigates probabilistic robustness of nonconvex-nonconcave minimax problems via the scenario approach. Specifically, under convex strategy sets for all players, inspired by recent advances in scenario optimization, we first…

Computer Science and Game Theory · Computer Science 2026-05-14 Huan Peng , Guanpu Chen , Karl Henrik Johansson

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

In this paper we address the speed planning problem for a vehicle along a predefined path. A weighted average of two (conflicting) terms, energy consumption and travel time, is minimized. After deriving a non-convex mathematical model of…

Optimization and Control · Mathematics 2025-10-30 Stefano Ardizzoni , Luca Consolini , Mattia Laurini , Marco Locatelli

Online trajectory planning enables robot manipulators to react quickly to changing environments or tasks. Many robot trajectory planners exist for known environments but are often too slow for online computations. Current methods in online…

Robotics · Computer Science 2026-02-17 Thies Oelerich , Christian Hartl-Nesic , Florian Beck , Andreas Kugi

Optimization of conditional convex risk measure is a central theme in dynamic portfolio selection theory, which has not yet systematically studied in the previous literature perhaps since conditional convex risk measures are neither random…

Optimization and Control · Mathematics 2019-10-24 Tiexin Guo

This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…

Optimization and Control · Mathematics 2023-01-19 Jacob Knaup , Panagiotis Tsiotras

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

Optimization and Control · Mathematics 2022-12-19 Yoshihiro Kanno

This paper presents a method based on linear programming for trajectory planning of automated vehicles, combining obstacle avoidance, time scheduling for the reaching of waypoints and time-optimal traversal of tube-like road segments.…

Systems and Control · Computer Science 2017-07-25 Mogens Graf Plessen

We present a continuous-time collision detection algorithm for quickly detecting whether certain polynomial trajectories in time intersect with convex obstacles. The algorithm is used in conjunction with an existing multicopter trajectory…

Robotics · Computer Science 2019-07-22 Nathan Bucki , Mark W. Mueller

Safe autonomous navigation is an essential and challenging problem for robots operating in highly unstructured or completely unknown environments. Under these conditions, not only robotic systems must deal with limited localisation…

Robotics · Computer Science 2020-05-27 Èric Pairet , Juan David Hernández , Marc Carreras , Yvan Petillot , Morteza Lahijanian

Motion planning for urban environments with numerous moving agents can be viewed as a combinatorial problem. With passing an obstacle before, after, right or left, there are multiple options an autonomous vehicle could choose to execute.…

Robotics · Computer Science 2022-07-12 Klemens Esterle , Patrick Hart , Julian Bernhard , Alois Knoll

This paper presents an optimisation-based approach for an obstacle avoidance problem within an autonomous vehicle racing context. Our control regime leverages online reachability analysis and sensor data to compute the maximal safe…

Multiagent Systems · Computer Science 2023-11-17 Sergiy Bogomolov , Taylor T. Johnson , Diego Manzanas Lopez , Patrick Musau , Paulius Stankaitis

We present a framework wherein the trajectory optimization problem (or a problem involving calculus of variations) is formulated as a search problem in a discrete space. A distinctive feature of our work is the treatment of discretization…

Optimization and Control · Mathematics 2022-12-22 Alok Shukla , Prakash Vedula

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

Robots will increasingly operate near humans that introduce uncertainties in the motion planning problem due to their complex nature. Typically, chance constraints are introduced in the planner to optimize performance while guaranteeing…

Robotics · Computer Science 2023-07-04 Oscar de Groot , Laura Ferranti , Dariu Gavrila , Javier Alonso-Mora

An integration of distributionally robust risk allocation into sampling-based motion planning algorithms for robots operating in uncertain environments is proposed. We perform non-uniform risk allocation by decomposing the distributionally…

Robotics · Computer Science 2023-05-16 Kajsa Ekenberg , Venkatraman Renganathan , Björn Olofsson
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