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We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Yu Chen , Yuda Li , Shaoyuan Li , Xiang Yin

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Control systems operating in the real world face countless sources of unpredictable uncertainties. These random disturbances can render deterministic guarantees inapplicable and cause catastrophic safety failures. To overcome this, this…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Pol Mestres , Blake Werner , Ryan K. Cosner , Aaron D. Ames

We propose a model-agnostic stochastic predictive control (MASMPC) algorithm for dynamical systems. The proposed approach first discovers \textit{interpretable} governing differential equations from data using a novel algorithm and blends…

Systems and Control · Electrical Eng. & Systems 2022-11-24 Tapas Tripura , Souvik Chakraborty

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

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

Model predictive control (MPC) has been successful in applications involving the control of complex physical systems. This class of controllers leverages the information provided by an approximate model of the system's dynamics to simulate…

Machine Learning · Computer Science 2020-10-09 Rel Guzman , Rafael Oliveira , Fabio Ramos

We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mathijs Schuurmans , Alexander Katriniok , Christopher Meissen , H. Eric Tseng , Panagiotis Patrinos

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

We consider the problem of transmission scheduling for the remote estimation of a discrete-time autoregressive Markov process that is driven by white Gaussian noise. A sensor observes this process, and then decides to either encode the…

Optimization and Control · Mathematics 2023-03-30 Manali Dutta , Rahul Singh

Pulse stabilization of cycles with Prediction-Based Control including noise and stochastic stabilization of maps with multiple equilibrium points is analyzed for continuous but, generally, non-smooth maps. Sufficient conditions of global…

Dynamical Systems · Mathematics 2022-08-19 Elena Braverman , Alexandra Rodkina

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

We consider a discrete time stochastic Markovian control problem under model uncertainty. Such uncertainty not only comes from the fact that the true probability law of the underlying stochastic process is unknown, but the parametric family…

Optimization and Control · Mathematics 2022-03-23 Erhan Bayraktar , Tao Chen

We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Anup Biswas , Vivek S. Borkar

A classical approach to studying Markov decision processes (MDPs) is to view them as state transformers. However, MDPs can also be viewed as distribution transformers, where an MDP under a strategy generates a sequence of probability…

Logic in Computer Science · Computer Science 2025-07-08 S. Akshay , Ouldouz Neysari , Đorđe Žikelić

We study a large-scale patrol problem with state-dependent costs and multi-agent coordination.We consider heterogeneous agents, rather general reward functions, and the capabilities of tracking agents' trajectories.Given the complexity and…

Optimization and Control · Mathematics 2024-12-12 Jing Fu , Zengfu Wang , Jie Chen

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani
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