Related papers: Stochastic Optimal Control of a Sailboat

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Research on vessel automation and autonomy is currently being conducted by various countries and institutions. Safe and accurate ship control algorithms are crucial to realize automated operation. Actuator drive constraints of a target ship…

The quantum navigation problem of finding the time-optimal control Hamiltonian that transports a given initial state to a target state through quantum wind, that is, under the influence of external fields or potentials, is analysed. By…

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

In this paper, preys with stochastic evasion policies are considered. The stochasticity adds unpredictable changes to the prey's path for avoiding predator's attacks. The prey's cost function is composed of two terms balancing the…

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…

In this paper, a stochastic control problem under model uncertainty with general penalty term is studied. Two types of penalties are considered. The first one is of type f-divergence penalty treated in the general framework of a continuous…

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…

With the objective of handling the airspace sector congestion subject to continuously growing air traffic, we suggest to create a collaborative working plan during the strategic phase of air traffic control. The plan obtained via a new…

Stochastic network design is a general framework for optimizing network connectivity. It has several applications in computational sustainability including spatial conservation planning, pre-disaster network preparation, and river network…

In this paper, we propose a novel methodology for path planning and scheduling for multi-robot navigation that is based on optimal transport theory and model predictive control. We consider a setup where $N$ robots are tasked to navigate to…

Addressing safe and efficient interaction between connected and automated vehicles (CAVs) and human-driven vehicles in a mixed-traffic environment has attracted considerable attention. In this paper, we develop a framework for stochastic…

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

In this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers-one can choose only deterministic time functions, called the deterministic controller, while the other…

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…