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Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

We present a solution to the terminal-hitting stochastic reach-avoid problem for a Markov control process. This solution takes advantage of a nonparametric representation of the stochastic kernel as a conditional distribution embedding…

Optimization and Control · Mathematics 2020-02-25 Adam J. Thorpe , Meeko M. K. Oishi

Data-driven control algorithms use observations of system dynamics to construct an implicit model for the purpose of control. However, in practice, data-driven techniques often require excessive sample sizes, which may be infeasible in…

Systems and Control · Electrical Eng. & Systems 2023-01-10 Adam J. Thorpe , Cyrus Neary , Franck Djeumou , Meeko M. K. Oishi , Ufuk Topcu

We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…

Numerical Analysis · Mathematics 2024-12-12 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

We consider an average cost stochastic control problem with standard Borel spaces and an unknown transition kernel. We do not assume a parametric structure on the unknown kernel. We present topologies on kernels which lead to their…

Optimization and Control · Mathematics 2025-03-27 Omar Mrani-Zentar , Serdar Yüksel

In this paper, we present an efficient algorithm for solving a class of chance constrained optimization under non-parametric uncertainty. Our algorithm is built on the possibility of representing arbitrary distributions as functions in…

Robotics · Computer Science 2018-11-26 Bharath Gopalakrishnan , Arun Kumar Singh , K. Madhava Krishna , Dinesh Manocha

Safety is often the most important requirement in robotics applications. Nonetheless, control techniques that can provide safety guarantees are still extremely rare for nonlinear systems, such as robot manipulators. A well-known tool to…

Robotics · Computer Science 2024-10-28 Asia La Rocca , Matteo Saveriano , Andrea Del Prete

We develop data-driven algorithms for reachability analysis and control of systems with a priori unknown nonlinear dynamics. The resulting algorithms not only are suitable for settings with real-time requirements but also provide provable…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Franck Djeumou , Abraham P. Vinod , Eric Goubault , Sylvie Putot , Ufuk Topcu

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

Optimization and Control · Mathematics 2024-12-13 Karthik Sivaramakrishnan , Vignesh Sivaramakrishnan , Rosalyn Alex Devonport , Meeko M. K. Oishi

We consider data-driven reachability analysis of discrete-time stochastic dynamical systems using conformal inference. We assume that we are not provided with a symbolic representation of the stochastic system, but instead have access to a…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Navid Hashemi , Xin Qin , Lars Lindemann , Jyotirmoy V. Deshmukh

This paper presents a robust and kernelized data-enabled predictive control (RoKDeePC) algorithm to perform model-free optimal control for nonlinear systems using only input and output data. The algorithm combines robust predictive control…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Linbin Huang , John Lygeros , Florian Dörfler

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Systems and Control · Computer Science 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…

Numerical Analysis · Mathematics 2026-01-30 Tamás Dózsa , Andrea Angino , Zoltán Szabó , József Bokor , Matthias Voigt

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

The rapid integration of AI algorithms in safety-critical applications such as autonomous driving and healthcare is raising significant concerns about the ability to meet stringent safety standards. Traditional tools for formal safety…

Artificial Intelligence · Computer Science 2026-01-21 Oliver Schön , Zhengang Zhong , Sadegh Soudjani

As we know, some global optimization problems cannot be solved using analytic methods, so numeric/algorithmic approaches are used to find near to the optimal solutions for them. A stochastic global optimization algorithm (SGoal) is an…

Artificial Intelligence · Computer Science 2017-06-08 Jonatan Gomez

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You