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Compressive sampling has become a widely used approach to construct polynomial chaos surrogates when the number of available simulation samples is limited. Originally, these expensive simulation samples would be obtained at random locations…

Computation · Statistics 2018-07-04 Negin Alemazkoor , Hadi Meidani

In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…

Optimization and Control · Mathematics 2016-11-08 Francesca Maggioni , Marida Bertocchi , Fabrizio Dabbene , Roberto Tempo

We consider the problem of estimating confidence intervals for the mean of a random variable, where the goal is to produce the smallest possible interval for a given number of samples. While minimax optimal algorithms are known for this…

Machine Learning · Statistics 2020-06-19 Shengjia Zhao , Christopher Yeh , Stefano Ermon

A well-known weakness of the probabilistic path planners is the so-called narrow passage problem, where a region with a relatively low probability of being sampled must be explored to find a solution path. Many strategies have been proposed…

Robotics · Computer Science 2014-07-10 Josep M. Porta , Léonard Jaillet

Congestion control is a fundamental component of Internet infrastructure, and researchers have dedicated considerable effort to developing improved congestion control algorithms. However, despite extensive study, existing algorithms…

Networking and Internet Architecture · Computer Science 2025-08-25 Zhiyuan He , Aashish Gottipati , Lili Qiu , Yuqing Yang , Francis Y. Yan

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

Sampling-based motion planners (SBMPs) are widely used to compute dynamically feasible robot paths. However, their reliance on uniform sampling often leads to poor efficiency and slow planning in complex environments. We introduce a novel…

Robotics · Computer Science 2025-11-10 Shubham Natraj , Bruno Sinopoli , Yiannis Kantaros

This paper presents a unified optimization-based path planning approach to efficiently compute locally optimal solutions to advanced path planning problems. The approach is motivated by first showing that a lattice-based path planner can be…

Optimization and Control · Mathematics 2019-03-26 Kristoffer Bergman , Oskar Ljungqvist , Daniel Axehill

Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…

Optimization and Control · Mathematics 2019-11-11 Xun Shen , Jiancang Zhuang , Xingguo Zhang

Model Predictive Path Integral (MPPI) control is a widely used sampling-based approach for real-time control, valued for its flexibility in handling arbitrary dynamics and cost functions. However, it often suffers from high-frequency noise…

Systems and Control · Electrical Eng. & Systems 2026-02-04 Piotr Kicki

This paper introduces a novel nonlinear stochastic model predictive control path integral (MPPI) method, which considers chance constraints on system states. The proposed belief-space stochastic MPPI (BSS-MPPI) applies Monte-Carlo sampling…

Robotics · Computer Science 2024-08-16 Ji Yin , Panagiotis Tsiotras , Karl Berntorp

Sampling-based planners are effective in many real-world applications such as robotics manipulation, navigation, and even protein modeling. However, it is often challenging to generate a collision-free path in environments where key areas…

Robotics · Computer Science 2021-11-24 Constantinos Chamzas , Anshumali Shrivastava , Lydia E. Kavraki

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical…

Machine Learning · Statistics 2022-06-08 Yi-An Ma , Yuansi Chen , Chi Jin , Nicolas Flammarion , Michael I. Jordan

Traffic control is at the core of research in transportation engineering because it is one of the best practices for reducing traffic congestion. It has been shown in recent years that the traffic control problem involving…

Optimization and Control · Mathematics 2021-05-10 Hao Liu , Christian Claudel , Randy Machemehl

When using sampling-based motion planners, such as PRMs, in configuration spaces, it is difficult to determine how many samples are required for the PRM to find a solution consistently. This is relevant in Task and Motion Planning (TAMP),…

Robotics · Computer Science 2024-12-06 Seiji Shaw , Aidan Curtis , Leslie Pack Kaelbling , Tomás Lozano-Pérez , Nicholas Roy

Model Predictive Path Integral (MPPI) control has emerged as a powerful sampling-based optimal control method for complex, nonlinear, and high-dimensional systems. However, directly applying MPPI to legged robotic systems presents several…

Systems and Control · Electrical Eng. & Systems 2026-01-06 Chuyuan Tao , Fanxin Wang , Haolong Jiang , Jia He , Yiyang Chen , Qinglei Bu

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-06 Liang Wang , Ben Catterall , Richard Mortier

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk