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We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

This article presents novel methods for synthesizing distributionally robust stabilizing neural controllers and certificates for control systems under model uncertainty. A key challenge in designing controllers with stability guarantees for…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Kehan Long , Jorge Cortes , Nikolay Atanasov

When designing correct-by-construction controllers for autonomous collectives, three key challenges are the task specification, the modelling, and its use at practical scale. In this paper, we focus on a simple yet useful abstraction for…

Multiagent Systems · Computer Science 2024-11-22 Till Schnittka , Mario Gleirscher

A stochastic model predictive control (SMPC) approach is presented for discrete-time linear systems with arbitrary time-invariant probabilistic uncertainties and additive Gaussian process noise. Closed-loop stability of the SMPC approach is…

Systems and Control · Computer Science 2015-03-17 Joel A. Paulson , Stefan Streif , Ali Mesbah

Symbolic approaches to the control design over complex systems employ the construction of finite-state models that are related to the original control systems, then use techniques from finite-state synthesis to compute controllers…

Optimization and Control · Mathematics 2013-02-18 Majid Zamani , Peyman Mohajerin Esfahani , Rupak Majumdar , Alessandro Abate , John Lygeros

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Ensuring safety through set invariance has proven to be a valuable method in various robotics and control applications. This paper introduces a comprehensive framework for the safe probabilistic invariance verification of both discrete- and…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Taoran Wu , Yiqing Yu , Bican Xia , Ji Wang , Bai Xue

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

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

We compute probabilistic controlled invariant sets for nonlinear systems using Gaussian process state space models, which are data-driven models that account for unmodeled and unknown nonlinear dynamics. We propose a semidefinite…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Paul Griffioen , Bingzhuo Zhong , Murat Arcak , Majid Zamani , Marco Caccamo

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

In this paper, we provide for the first time an automated, correct-by-construction, controller synthesis scheme for a class of infinite dimensional stochastic systems, namely, retarded jump-diffusion systems. First, we construct finite…

Optimization and Control · Mathematics 2019-11-22 Pushpak Jagtap , Majid Zamani

This paper addresses the problem of data-driven computation of controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. With a focus on continuous-space stochastic…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros