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This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…

Optimization and Control · Mathematics 2025-07-15 Shaolin Ji , Rundong Xu

We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification. To this end, we put forth a recursive momentum-based…

Optimization and Control · Mathematics 2025-08-04 Basil M. Idrees , Lavish Arora , Ketan Rajawat

Consider a robot operating in an uncertain environment with stochastic, dynamic obstacles. Despite the clear benefits for trajectory optimization, it is often hard to keep track of each obstacle at every time step due to sensing and…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Michael Hibbard , Abraham P. Vinod , Jesse Quattrociocchi , Ufuk Topcu

Based on the stochastic maximum principle for the partially coupled forward-backward stochastic control system (FBSCS for short), a modified method of successive approximations (MSA for short) is established for stochastic recursive optimal…

Optimization and Control · Mathematics 2022-01-11 Shaolin Ji , Rundong Xu

This paper presents a Successive Convexification ($ \texttt{SCvx} $) algorithm to solve a class of non-convex optimal control problems with certain types of state constraints. Sources of non-convexity may include nonlinear dynamics and…

Optimization and Control · Mathematics 2017-10-23 Yuanqi Mao , Daniel Dueri , Michael Szmuk , Behçet Açıkmeşe

This paper presents an approach to deal with safety of dynamical systems in presence of multiple non-convex unsafe sets. While optimal control and model predictive control strategies can be employed in these scenarios, they suffer from high…

Systems and Control · Electrical Eng. & Systems 2021-06-14 Gennaro Notomista , Matteo Saveriano

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Autonomous motion planning is challenging in multi-obstacle environments due to nonconvex collision avoidance constraints. Directly applying numerical solvers to these nonconvex formulations fails to exploit the constraint structures,…

Robotics · Computer Science 2023-04-06 Ruihua Han , Shuai Wang , Shuaijun Wang , Zeqing Zhang , Qianru Zhang , Yonina C. Eldar , Qi Hao , Jia Pan

This paper presents the SCvx algorithm, a successive convexification algorithm designed to solve non-convex constrained optimal control problems with global convergence and superlinear convergence-rate guarantees. The proposed algorithm can…

Optimization and Control · Mathematics 2019-02-28 Yuanqi Mao , Michael Szmuk , Xiangru Xu , Behcet Acikmese

This work considers the decentralized successive convex approximation (SCA) method for minimizing stochastic non-convex objectives subject to convex constraints, along with possibly non-smooth convex regularizers. Although SCA has been…

Optimization and Control · Mathematics 2024-05-29 Basil M. Idrees , Shivangi Dubey Sharma , Ketan Rajawat

Many practical applications of robotics require systems that can operate safely despite uncertainty. In the context of motion planning, two types of uncertainty are particularly important when planning safe robot trajectories. The first is…

Robotics · Computer Science 2023-02-02 Charles Dawson , Ashkan Jasour , Andreas Hofmann , Brian Williams

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…

Optimization and Control · Mathematics 2024-09-17 Kazuya Echigo , Abhishek Cauligi , Behçet Açıkmeşe

Trajectory planning in dense, interactive traffic scenarios presents significant challenges for autonomous vehicles, primarily due to the uncertainty of human driver behavior and the non-convex nature of collision avoidance constraints.…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Erik Börve , Nikolce Murgovski , Leo Laine

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

Real-world environments are inherently uncertain, and to operate safely in these environments robots must be able to plan around this uncertainty. In the context of motion planning, we desire systems that can maintain an acceptable level of…

Robotics · Computer Science 2020-03-18 Charles Dawson , Ashkan Jasour , Andreas Hofmann , Brian Williams

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…

Information Theory · Computer Science 2019-08-30 Chencheng Ye , Ying Cui
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