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We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

Loss-of-control (LOC) remains a leading cause of fixed-wing aircraft accidents, especially in post-stall and flat-spin regimes where conventional gain-scheduled or logic-based recovery laws may fail. This study formulates spin-recovery as a…

Systems and Control · Electrical Eng. & Systems 2026-01-13 Imran Sayyed , Aayush Konar , Nandan Kumar Sinha

This paper investigates the general problem of resource allocation for mitigating channel fading effects in Free Space Optical (FSO) communications. The resource allocation problem is modeled as the constrained stochastic optimization…

Signal Processing · Electrical Eng. & Systems 2021-04-20 Zhan Gao , Mark Eisen , Alejandro Ribeiro

Autonomous UAV inspection of confined industrial infrastructure, such as ventilation ducts, demands robust navigation policies where collisions are unacceptable. While Deep Reinforcement Learning (DRL) offers a powerful paradigm for…

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

In this paper, we present a new control policy parametrization for the finite-horizon covariance steering problem for discrete-time Gaussian linear systems (DTGLS) which can reduce the latter stochastic optimal control problem to a…

Optimization and Control · Mathematics 2021-03-29 Isin M. Balci , Efstathios Bakolas

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Legged locomotion is a complex control problem that requires both accuracy and robustness to cope with real-world challenges. Legged systems have traditionally been controlled using trajectory optimization with inverse dynamics. Such…

Robotics · Computer Science 2024-01-23 Fabian Jenelten , Junzhe He , Farbod Farshidian , Marco Hutter

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by partial differential equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

Optimization and Control · Mathematics 2017-11-06 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

We improve the accuracy of Guidance & Control Networks (G&CNETs), trained to represent the optimal control policies of a time-optimal transfer and a mass-optimal landing, respectively. In both cases we leverage the dynamics of the…

Machine Learning · Computer Science 2024-04-29 Sebastien Origer , Dario Izzo

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

Robotics · Computer Science 2018-01-12 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

Nonlinear trajectory optimization algorithms have been developed to handle optimal control problems with nonlinear dynamics and nonconvex constraints in trajectory planning. The performance and computational efficiency of many trajectory…

Optimization and Control · Mathematics 2024-01-17 Taewan Kim , Purnanand Elango , Danylo Malyuta , Behcet Acikmese

In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost function. Our approach relies on the probabilistic…

Multiagent Systems · Computer Science 2022-04-19 Tianrong Chen , Ziyi Wang , Evangelos A. Theodorou

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…

Optimization and Control · Mathematics 2019-11-20 Danylo Malyuta , Michael Szmuk , Behcet Acikmese

We present gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion…

Robotics · Computer Science 2022-03-29 Yashwanth Kumar Nakka , Soon-Jo Chung