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Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

In this article we present a generalised view on Path Integral Control (PIC) methods. PIC refers to a particular class of policy search methods that are closely tied to the setting of Linearly Solvable Optimal Control (LSOC), a restricted…

Optimization and Control · Mathematics 2020-10-28 Tom Lefebvre , Guillaume Crevecoeur

In this paper we introduce a new procedure to solve nonlinear optimal control problems with delays which exploits indirect methods combined with numerical homotopy procedures. It is known that solving this kind of problems via indirect…

Optimization and Control · Mathematics 2017-09-14 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

This paper proposes a non-adaptive control solution framework to the practical output regulation problem (PORP) for a class of nonlinear systems with uncertain parameters, unknown control directions and uncertain exosystem dynamics. The…

Optimization and Control · Mathematics 2025-06-17 Shimin Wang , Martin Guay , Denis Dochain

This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Simone Mariano , Paolo Frasca

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…

Machine Learning · Statistics 2025-03-14 Hamidreza Behjoo , Michael Chertkov

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…

Optimization and Control · Mathematics 2014-08-20 S. Magnússon , P. C. Weeraddana , C. Fischione

Many real-world systems often involve physical components or operating environments with highly nonlinear and uncertain dynamics. A number of different control algorithms can be used to design optimal controllers for such systems, assuming…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Navid Hashemi , Justin Ruths , Jyotirmoy V. Deshmukh

The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…

Machine Learning · Computer Science 2025-10-22 Jostein Barry-Straume , Adwait D. Verulkar , Arash Sarshar , Andrey A. Popov , Adrian Sandu

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

The paper addresses an optimal ensemble control problem for nonlocal continuity equations on the space of probability measures. We admit the general nonlinear cost functional, and an option to directly control the nonlocal terms of the…

Optimization and Control · Mathematics 2023-10-09 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn

Sampling-based Model Predictive Control (MPC) has been a practical and effective approach in many domains, notably model-based reinforcement learning, thanks to its flexibility and parallelizability. Despite its appealing empirical…

Machine Learning · Computer Science 2024-01-17 Zeji Yi , Chaoyi Pan , Guanqi He , Guannan Qu , Guanya Shi

The nonlinear programming (NLP) problem to solve distribution-level optimal power flow (D-OPF) poses convergence issues and does not scale well for unbalanced distribution systems. The existing scalable D-OPF algorithms either use…

Optimization and Control · Mathematics 2021-03-02 Rahul Ranjan Jha , Anamika Dubey

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…

Machine Learning · Computer Science 2022-03-11 Qinsheng Zhang , Yongxin Chen

Designing controllers that are both safe and performant is inherently challenging. This co-optimization can be formulated as a constrained optimal control problem, where the cost function represents the performance criterion and safety is…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Javier Borquez , Luke Raus , Yusuf Umut Ciftci , Somil Bansal

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

Sample-based trajectory optimisers are a promising tool for the control of robotics with non-differentiable dynamics and cost functions. Contemporary approaches derive from a restricted subclass of stochastic optimal control where the…

Robotics · Computer Science 2021-10-07 Tom Lefebvre , Guillaume Crevecoeur