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Safe navigation is a fundamental challenge in multi-robot systems due to the uncertainty surrounding the future trajectory of the robots that act as obstacles for each other. In this work, we propose a principled data-driven approach where…

Robotics · Computer Science 2022-09-19 Atharva Navsalkar , Ashish R. Hota

Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDPs) with a long-run CVaR criterion effectively mitigate cost…

Optimization and Control · Mathematics 2026-03-11 Qixin Wang , Hao Cao , Jian-Qiang Hu , Mingjie Hu , Li Xia

We present a new guaranteed-safe model predictive path integral (GS-MPPI) control algorithm that enhances sample efficiency in nonlinear systems with multiple safety constraints. The approach use a composite control barrier function (CBF)…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Pedram Rabiee , Jesse B. Hoagg

Risk sensitive decision making finds important applications in current day use cases. Existing risk measures consider a single or finite collection of random variables, which do not account for the asymptotic behaviour of underlying…

Risk Management · Quantitative Finance 2024-05-24 Shivam Patel , Vivek Borkar

We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…

Machine Learning · Computer Science 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

Options are generally learned by using an inaccurate environment model (or simulator), which contains uncertain model parameters. While there are several methods to learn options that are robust against the uncertainty of model parameters,…

Machine Learning · Computer Science 2019-11-01 Takuya Hiraoka , Takahisa Imagawa , Tatsuya Mori , Takashi Onishi , Yoshimasa Tsuruoka

Enforcing safety in the presence of stochastic uncertainty is a challenging problem. Traditionally, researchers have proposed safety in the statistical mean as a safety measure in this case. However, ensuring safety in the statistical mean…

Robotics · Computer Science 2021-03-09 Mohamadreza Ahmadi , Xiaobin Xiong , Aaron D. Ames

We treat the problem of risk-aware control for stochastic shortest path (SSP) on Markov decision processes (MDP). Typically, expectation is considered for SSP, which however is oblivious to the incurred risk. We present an alternative view,…

Systems and Control · Electrical Eng. & Systems 2022-03-04 Tobias Meggendorfer

This paper presents a tutorial and survey on Probabilistic Inference-based Model Predictive Control (PI-MPC). PI-MPC reformulates finite-horizon optimal control as inference over an optimal control distribution expressed as a Boltzmann…

Robotics · Computer Science 2026-04-09 Kohei Honda

Sampling-based model predictive control (MPC) optimization methods, such as Model Predictive Path Integral (MPPI), have recently shown promising results in various robotic tasks. However, it might produce an infeasible trajectory when the…

Robotics · Computer Science 2022-07-19 Ihab S. Mohamed , Kai Yin , Lantao Liu

In trajectory optimization, Model Predictive Path Integral (MPPI) control is a sampling-based Model Predictive Control (MPC) framework that generates optimal inputs by efficiently simulating numerous trajectories. In practice, however, MPPI…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Fanxin Wang , Yikun Cheng , Chuyuan Tao

Accurately controlling a robotic system in real time is a challenging problem. To address this, the robotics community has adopted various algorithms, such as Model Predictive Control (MPC) and Model Predictive Path Integral (MPPI) control.…

Hardware Architecture · Computer Science 2026-01-21 Erwan Tanguy-Legac , Tommaso Belvedere , Gianluca Corsini , Marco Tognon , Marcello Traiola

In this paper we address the problem of decision making within a Markov decision process (MDP) framework where risk and modeling errors are taken into account. Our approach is to minimize a risk-sensitive conditional-value-at-risk (CVaR)…

Artificial Intelligence · Computer Science 2015-06-09 Yinlam Chow , Aviv Tamar , Shie Mannor , Marco Pavone

This paper presents the development and implementation of a Model Predictive Control (MPC) framework for trajectory tracking in autonomous vehicles under diverse driving conditions. The proposed approach incorporates a modular architecture…

Robotics · Computer Science 2025-06-06 Nitish Kumar , Rajalakshmi Pachamuthu

We present a sampling-based control approach that can generate smooth actions for general nonlinear systems without external smoothing algorithms. Model Predictive Path Integral (MPPI) control has been utilized in numerous robotic…

Robotics · Computer Science 2025-10-15 Taekyung Kim , Gyuhyun Park , Kiho Kwak , Jihwan Bae , Wonsuk Lee

This paper presents a novel Stochastic Optimal Control (SOC) method based on Model Predictive Path Integral control (MPPI), named Stein Variational Guided MPPI (SVG-MPPI), designed to handle rapidly shifting multimodal optimal action…

Robotics · Computer Science 2024-03-04 Kohei Honda , Naoki Akai , Kosuke Suzuki , Mizuho Aoki , Hirotaka Hosogaya , Hiroyuki Okuda , Tatsuya Suzuki

This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Scott Brown , Mohammad Khajenejad , Aamodh Suresh , Sonia Martinez

We propose a novel class of risk-aware control barrier functions (RA-CBFs) for the control of stochastic safety-critical systems. Leveraging a result from the stochastic level-crossing literature, we deviate from the martingale theory that…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Danil Prokhorov , Dimitra Panagou

This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Margaret P. Chapman , Jonathan P. Lacotte , Kevin M. Smith , Insoon Yang , Yuxi Han , Marco Pavone , Claire J. Tomlin

Motion planning for autonomous robots in tight, interaction-rich, and mixed human-robot environments is challenging. State-of-the-art methods typically separate prediction and planning, predicting other agents' trajectories first and then…

Robotics · Computer Science 2023-10-25 Walter Jansma , Elia Trevisan , Álvaro Serra-Gómez , Javier Alonso-Mora