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In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…

Robotics · Computer Science 2018-03-28 Arun Kumar Singh , Sigal Berman , Ilana Nisky

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Optimization and Control · Mathematics 2022-03-28 Xinyi Guan , Velibor V. Mišić

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

We develop a general theoretical framework for optimal probability density control on standard measure spaces, aimed at addressing large-scale multi-agent control problems. In particular, we establish a maximum principle (MP) for control…

Optimization and Control · Mathematics 2026-03-10 Nathan Gaby , Xiaojing Ye

In this paper, we propose a novel probabilistic control framework for efficiently controlling an ensemble of quantum systems that can also compensate for the interaction of the systems with the external environment. The main challenge in…

Quantum Physics · Physics 2023-09-08 Randa Herzallah , Abdessamad Belfakir

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

Systems and Control · Computer Science 2017-01-10 Gianluca Meneghello , Paolo Luchini , Thomas Bewley

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems [15], [18], this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rare chance-constrained optimal control framework for…

Optimization and Control · Mathematics 2026-04-03 Rui Xu , Shanyin Tong , Xuan Di

Solving chance-constrained stochastic optimal control problems is a significant challenge in control. This is because no analytical solutions exist for up to a handful of special cases. A common and computationally efficient approach for…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Alexandre Capone , Tim Brüdigam , Sandra Hirche

In this paper, we propose a sampling-based planning and optimal control method of nonlinear systems under non-differentiable constraints. Motivated by developing scalable planning algorithms, we consider the optimal motion plan to be a…

Systems and Control · Computer Science 2016-12-19 Jie Fu

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…

Dynamical Systems · Mathematics 2026-03-03 Laurent Pagnier , Melvyn Tyloo , Akshita Jindal , Pragati Thakur , Kyle C. A. Wedgwood

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

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

Parameter control aims at realizing performance gains through a dynamic choice of the parameters which determine the behavior of the underlying optimization algorithm. In the context of evolutionary algorithms this research line has for a…

Neural and Evolutionary Computing · Computer Science 2020-11-10 Benjamin Doerr , Carola Doerr

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata