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This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…

Optimization and Control · Mathematics 2021-07-22 Jeremy Coulson , John Lygeros , Florian Dörfler

With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…

Machine Learning · Computer Science 2019-09-04 David Nass , Boris Belousov , Jan Peters

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

In this paper, we propose a sampling-based planning and optimal control method of nonlinear systems under non-differentiable constraints. Motivated by developing scalable planning algorithms, we consider the optimal motion plan to be a…

Systems and Control · Computer Science 2016-12-19 Jie Fu

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Trajectory optimization methods for motion planning attempt to generate trajectories that minimize a suitable objective function. Such methods efficiently find solutions even for high degree-of-freedom robots. However, a globally optimal…

Robotics · Computer Science 2019-07-18 Luka Petrović , Juraj Peršić , Marija Seder , Ivan Marković

Formulating the intended behavior of a dynamic system can be challenging. Signal temporal logic (STL) is frequently used for this purpose due to its suitability in formalizing comprehensible, modular, and versatile spatiotemporal…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Patrick Halder , Hannes Homburger , Lothar Kiltz , Johannes Reuter , Matthias Althoff

In this note we consider the problem of synthesizing optimal control policies for a system from noisy datasets. We present a novel algorithm that takes as input the available dataset and, based on these inputs, computes an optimal policy…

Optimization and Control · Mathematics 2020-03-02 Davide Gagliardi , Giovanni Russo

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

We tackle the problem of Selective Classification where the objective is to achieve the best performance on a predetermined ratio (coverage) of the dataset. Recent state-of-the-art selective methods come with architectural changes either…

Machine Learning · Computer Science 2023-03-03 Leo Feng , Mohamed Osama Ahmed , Hossein Hajimirsadeghi , Amir Abdi

Simplicity is a critical inductive bias for designing data-driven controllers, especially when robustness is important. Despite the impressive results of deep reinforcement learning in complex control tasks, it is prone to capturing…

Machine Learning · Computer Science 2025-05-09 Bang You , Chenxu Wang , Huaping Liu

In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…

Optimization and Control · Mathematics 2010-07-26 Yacine Chitour , Frédéric Jean , Paolo Mason

This paper studies the problem of control strategy synthesis for dynamical systems with differential constraints to fulfill a given reachability goal while satisfying a set of safety rules. Particular attention is devoted to goals that…

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

In this paper, closed-loop entry guidance in a randomly perturbed atmosphere, using bank angle control, is posed as a stochastic optimal control problem. The entry trajectory, as well as the closed-loop controls, are both modeled as random…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Jack Ridderhof , Panagiotis Tsiotras , Breanna J. Johnson

We present a sampling-based trajectory optimization method derived from the maximum entropy formulation of Differential Dynamic Programming with Tsallis entropy. This method is a generalization of the legacy work with Shannon entropy, which…

Optimization and Control · Mathematics 2024-09-18 Yuichiro Aoyama , Evangelos A. Theodorou
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