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Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…

Probability · Mathematics 2015-06-22 Fausto Gozzi , Federica Masiero

Safety assurance is a fundamental requirement for deploying learning-enabled autonomous systems. Hamilton-Jacobi (HJ) reachability analysis is a fundamental method for formally verifying safety and generating safe controllers. However,…

Machine Learning · Computer Science 2025-11-21 Ihab Tabbara , Yuxuan Yang , Hussein Sibai

This letter presents a closed-form solution of Control Barrier Function (CBF) framework for enforcing safety constraints on a Stewart robotic platform. The proposed method simultaneously handles multiple position and velocity constraints…

This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…

Optimization and Control · Mathematics 2020-12-02 Fabio Tedone , Michele Palladino

Ensuring both performance and safety is critical for autonomous systems operating in real-world environments. While safety filters such as Control Barrier Functions (CBFs) enforce constraints by modifying nominal controllers in real time,…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Aditya Singh , Aastha Mishra , Manan Tayal , Shishir Kolathaya , Pushpak Jagtap

This paper presents two new control approaches for guaranteed safety (remaining in a safe set) subject to actuator constraints (the control is in a convex polytope). The control signals are computed using real-time optimization, including…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Pedram Rabiee , Jesse B. Hoagg

This paper proposes a safety controller for control-affine nonlinear systems with unmodelled dynamics and disturbances to improve closed-loop robustness. Uncertainty estimation-based control barrier functions (CBFs) are utilized to ensure…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Ersin Daş , Skylar X. Wei , Joel W. Burdick

This paper addresses the problem of safety-critical control for systems with unknown dynamics. It has been shown that stabilizing affine control systems to desired (sets of) states while optimizing quadratic costs subject to state and…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Wei Xiao , Calin Belta , Christos G. Cassandras

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

Optimization and Control · Mathematics 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

This paper presents a novel approach for the safe control design of systems with parametric uncertainties in both drift terms and control-input matrices. The method combines control barrier functions and adaptive laws to generate a safe…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Yujie Wang , Xiangru Xu

This paper proposes a safety-critical controller for dynamic and uncertain environments, leveraging a robust environment control barrier function (ECBF) to enhance the robustness against the measurement and prediction uncertainties…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Ying Shuai Quan , Jian Zhou , Erik Frisk , Chung Choo Chung

Optimal control and the associated second-order path-dependent Hamilton-Jacobi-Bellman (PHJB) equation are studied for unbounded functional stochastic evolution systems in Hilbert spaces. The notion of viscosity solution without…

Optimization and Control · Mathematics 2024-02-27 Shanjian Tang , Jianjun Zhou

Control Barrier Functions (CBFs) can provide provable safety guarantees for dynamic systems. However, finding a valid CBF for a system of interest is often non-trivial, especially for systems having low computational resources, higher-order…

Robotics · Computer Science 2026-03-06 Mattias Trende , Petter Ögren

An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…

Optimization and Control · Mathematics 2016-03-08 Valery Y. Glizer , Oleg Kelis

This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…

Probability · Mathematics 2023-07-06 Zhong-Wei Liao , Jinghai Shao

We study the optimal investment-consumption problem for a member of defined contribution plan during the decumulation phase. For a fixed annuitization time, to achieve higher final annuity, we consider a variable consumption rate. Moreover,…

Portfolio Management · Quantitative Finance 2020-08-18 Hassan Dadashi

This paper extends control barrier functions (CBFs) to high order control barrier functions (HOCBFs) that can be used for high relative degree constraints. The proposed HOCBFs are more general than recently proposed (exponential) HOCBFs. We…

Systems and Control · Computer Science 2019-03-15 Wei Xiao , Calin Belta

Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…

Optimization and Control · Mathematics 2025-05-27 Yun Zhao , Harry Zheng

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Optimization and Control · Mathematics 2025-03-21 Chuanzhi Lv , Hongdan Li , Huanshui Zhang

Stochastic optimal control control problems with merely measurable coefficients are not well understood. In this manuscript, we consider fully non-linear stochastic optimal control problems in infinite horizon with measurable coefficients…

Optimization and Control · Mathematics 2026-05-21 Filippo de Feo