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Related papers: Risk-Bounded Temporal Logic Control of Continuous-…

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We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…

Logic in Computer Science · Computer Science 2013-09-05 Ezio Bartocci , Luca Bortolussi , Laura Nenzi , Guido Sanguinetti

The control synthesis of a dynamic system subject to a signal temporal logic (STL) specification is commonly formulated as a mixed-integer linear/convex programming (MILP/MICP) problem. Solving such a problem is computationally expensive…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Zengjie Zhang , Sofie Haesaert

This paper studies satisfying temporal logic specifications on stochastic dynamical systems, where the predicates evolve randomly over time. Such randomness may arise from uncertain environment models or external stochastic processes…

Optimization and Control · Mathematics 2026-05-12 Mohammad H. Mamduhi , Sadegh Soudjani

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

The paper presents a methodology for temporal logic verification of continuous-time switched stochastic systems. Our goal is to find the lower bound on the probability that a complex temporal property is satisfied over a finite time…

Logic in Computer Science · Computer Science 2021-09-28 Mahathi Anand , Pushpak Jagtap , Majid Zamani

Motivated by the recent interest in formal methods-based control for dynamic robots, we discuss the applicability of prescribed performance control to nonlinear systems subject to signal temporal logic specifications. Prescribed performance…

Optimization and Control · Mathematics 2017-09-20 Lars Lindemann , Christos K. Verginis , Dimos V. Dimarogonas

In many applications, the integrals and derivatives of signals carry valuable information (e.g., cumulative success over a time window, the rate of change) regarding the behavior of the underlying system. In this paper, we extend the…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Ali Tevfik Buyukkocak , Derya Aksaray , Yasin Yazıcıoğlu

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

We study sequences, parametrized by the number of agents, of many agent exit time stochastic control problems with risk-sensitive cost structure. We identify a fully characterizing assumption, under which each of such control problem…

Optimization and Control · Mathematics 2018-08-23 Paul Dupuis , Vaios Laschos , Kavita Ramanan

This paper presents a safe controller synthesis of discrete-time stochastic systems using Control Barrier Functions (CBFs). The proposed condition allows the design of a safe controller synthesis that ensures system safety while avoiding…

Systems and Control · Electrical Eng. & Systems 2025-01-17 Sotaro Fushimi , Kenta Hoshino , Yuki Nishimura

We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…

Mathematical Finance · Quantitative Finance 2021-05-12 Alessandro Doldi , Marco Frittelli

We present a new average-based robustness score for Signal Temporal Logic (STL) and a framework for optimal control of a dynamical system under STL constraints. By averaging the scores of different specifications or subformulae at different…

Robotics · Computer Science 2019-03-14 Noushin Mehdipour , Cristian-Ioan Vasile , Calin Belta

We formulate and solve a discrete-time linear-quadratic regulation (LQR) problem in a finite horizon that penalizes temporal variability and stochastic variability of the state trajectory. Our approach enables the user to strike a balance…

Optimization and Control · Mathematics 2026-03-26 Chuanning Wei , Kin Fung Li , Dionysis Kalogerias , Margaret P. Chapman

This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite time horizon. We use stochastic barrier functions as a means to quantify the probability that a system exits a given safe region of the state…

Systems and Control · Computer Science 2019-05-30 Cesar Santoyo , Maxence Dutreix , Samuel Coogan

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

In this paper, we propose a new self-triggered formulation of Model Predictive Control for continuous-time linear networked control systems. Our control approach, which aims at reducing the number of transmitting control samples to the…

Optimization and Control · Mathematics 2016-09-09 K. Hashimoto , S. Adachi , D. V. Dimarogonas

Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction intervals in the SC framework, and provide conditions under which these intervals…

Methodology · Statistics 2021-09-09 Matias D. Cattaneo , Yingjie Feng , Rocio Titiunik

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert