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In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

A key challenge in tuning Model Predictive Control (MPC) cost function parameters is to ensure that the system performance stays consistently above a certain threshold. To address this challenge, we propose a novel method, COAT-MPC,…

Machine Learning · Computer Science 2025-03-25 Albert Gassol Puigjaner , Manish Prajapat , Andrea Carron , Andreas Krause , Melanie N. Zeilinger

Recent studies have shown that multi-step optimization based on Model Predictive Control (MPC) can effectively coordinate the increasing number of distributed renewable energy and storage resources in the power system. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-02 Junyao Guo , Gabriela Hug , Ozan Tonguz

We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…

Robotics · Computer Science 2015-08-10 Pete Trautman

The problem of mixed static and dynamic obstacle avoidance is essential for path planning in highly dynamic environment. However, the paths formed by grid edges can be longer than the true shortest paths in the terrain since their headings…

Artificial Intelligence · Computer Science 2021-03-01 Junxiao Xue , Xiangyan Kong , Bowei Dong , Mingliang Xu

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

In this paper, we present a receding-horizon, sampling-based planner capable of reasoning over multimodal policy distributions. By using the cross-entropy method to optimize a multimodal policy under a common cost function, our approach…

Robotics · Computer Science 2025-09-24 Mark Gonzales , Ethan Oh , Joseph Moore

Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…

Methodology · Statistics 2025-12-25 Jasper B. Yang , Thomas Lumley , Bryan E. Shepherd , Pamela A. Shaw

We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence. Our work introduces Stochastic Optimal Control Matching (SOCM), a novel…

Optimization and Control · Mathematics 2024-10-14 Carles Domingo-Enrich , Jiequn Han , Brandon Amos , Joan Bruna , Ricky T. Q. Chen

We consider the problem of simultaneous control and parameter estimation when the model is available only as a differentiable physics simulator. We propose a receding-horizon control framework in which a model predictive control (MPC)…

Optimization and Control · Mathematics 2026-04-07 Alan Williams , Alp Sunol

In this paper, we consider the problem of containment control of multi-agent systems with multiple stationary leaders, interacting over a directed network. While, containment control refers to just ensuring that the follower agents reach…

Optimization and Control · Mathematics 2022-03-31 Sushobhan Chatterjee , Rachel Kalpana Kalaimani

Coordinating multiple autonomous agents to reach a target region while avoiding collisions and maintaining communication connectivity is a core problem in multi-agent systems. In practice, agents have a limited communication range. Thus,…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Shiyu Cheng , Luyao Niu , Bhaskar Ramasubramanian , Andrew Clark , Radha Poovendran

One of the main challenges of multi-agent learning lies in establishing convergence of the algorithms, as, in general, a collection of individual, self-serving agents is not guaranteed to converge with their joint policy, when learning…

Artificial Intelligence · Computer Science 2023-05-18 Aleksander Czechowski , Frans A. Oliehoek

Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…

Optimization and Control · Mathematics 2023-12-21 Giacomo Borghi , Michael Herty

Policy Search and Model Predictive Control~(MPC) are two different paradigms for robot control: policy search has the strength of automatically learning complex policies using experienced data, while MPC can offer optimal control…

Robotics · Computer Science 2021-12-17 Yunlong Song , Davide Scaramuzza

Model predictive control (MPC) has proven useful in enabling safe and optimal motion planning for autonomous vehicles. In this paper, we investigate how to achieve MPC-based motion planning when a neural state-space model represents the…

Robotics · Computer Science 2025-11-18 Iman Askari , Ali Vaziri , Xuemin Tu , Shen Zeng , Huazhen Fang

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone
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