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Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…

Systems and Control · Computer Science 2021-01-12 Vasileios Lefkopoulos , Maryam Kamgarpour

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Tanmay Dokania , Yashwanth Kumar Nakka

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that…

Optimization and Control · Mathematics 2020-09-22 Victor I. Kolobov , Simeon Reich , Rafał Zalas

This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…

Probability · Mathematics 2017-10-31 Teemu Pennanen , Ari-Pekka Perkkiö

In order for automated mobile vehicles to navigate in the real world with minimal collision risks, it is necessary for their planning algorithms to consider uncertainties from measurements and environmental disturbances. In this paper, we…

Robotics · Computer Science 2022-12-19 Nathan Goulet , Qian Wang , Beshah Ayalew

High penetration of renewable energy sources and the increasing share of stochastic loads require the explicit representation of uncertainty in tools such as the optimal power flow (OPF). Current approaches follow either a linearized…

Systems and Control · Computer Science 2020-07-24 Andreas Venzke , Lejla Halilbasic , Uros Markovic , Gabriela Hug , Spyros Chatzivasileiadis

We propose an output feedback control-based motion planning technique for agents to enable them to converge to a specified polynomial trajectory while imposing a set of safety constraints on our controller to avoid collisions within the…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Akua Dickson , Christos G. Cassandras , Roberto Tron

This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…

Optimization and Control · Mathematics 2025-07-30 Charles Dapogny , Julien Prando , Boris Thibert

In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…

Optimization and Control · Mathematics 2021-06-15 Adrián Esteban-Pérez , Juan M. Morales

We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…

Optimization and Control · Mathematics 2019-04-02 Kevin J. Kircher , K. Max Zhang

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

Machine Learning · Statistics 2015-03-17 Zhaoran Wang , Quanquan Gu , Han Liu

We present Probabilistic Reciprocal Velocity Obstacle or PRVO as a general algorithm for navigating multiple robots under perception and motion uncertainty. PRVO is defined as the space of velocities that ensures dynamic collision avoidance…

Autonomous vehicles face the problem of optimizing the expected performance of subsequent maneuvers while bounding the risk of collision with surrounding dynamic obstacles. These obstacles, such as agent vehicles, often exhibit stochastic…

Artificial Intelligence · Computer Science 2023-02-28 Rashid Alyassi , Majid Khonji

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

Applying linear controllers to nonlinear systems requires the dynamical linearization about a reference. In highly nonlinear environments such as cislunar space, the region of validity for these linearizations varies widely and can…

Optimization and Control · Mathematics 2026-05-26 Daniel C. Qi , Kenshiro Oguri

Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Hao Wang , Adityaya Dhande , Somil Bansal

This research addresses the increasing demand for advanced navigation systems capable of operating within confined surroundings. A significant challenge in this field is developing an efficient planning framework that can generalize across…

Robotics · Computer Science 2024-07-09 Jiayu Fan , Nikolce Murgovski , Jun Liang
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