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We propose a method for open-loop stochastic optimal control of LTI systems based on Taylor approximations of quantile functions. This approach enables efficient computation of quantile functions that arise in chance constrained…

Optimization and Control · Mathematics 2022-09-12 Shawn Priore , Christopher Petersen , Meeko Oishi

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

Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and…

Optimization and Control · Mathematics 2016-09-09 Line Roald , Sidhant Misra , Thilo Krause , Goran Andersson

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

Optimization and Control · Mathematics 2022-09-13 Erhan Bayraktar , Tao Chen

Spacecraft operations are influenced by uncertainties such as dynamics modeling, navigation, and maneuver execution errors. Although mission design has traditionally incorporated heuristic safety margins to mitigate the effect of…

Optimization and Control · Mathematics 2025-06-10 Naoya Kumagai , Kenshiro Oguri

Trajectory planning in dense, interactive traffic scenarios presents significant challenges for autonomous vehicles, primarily due to the uncertainty of human driver behavior and the non-convex nature of collision avoidance constraints.…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Erik Börve , Nikolce Murgovski , Leo Laine

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Contact-rich manipulation is challenging due to dynamically-changing physical constraints by the contact mode changes undergone during manipulation. This paper proposes a versatile local planning and control framework for contact-rich…

Robotics · Computer Science 2022-10-26 Sotaro Katayama , Tatsunori Taniai , Kazutoshi Tanaka

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Maico Hendrikus Wilhelmus Engelaar , Licio Romao , Yulong Gao , Mircea Lazar , Alessandro Abate , Sofie Haesaert

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Niklas Schmid , John Lygeros

In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribution in finite time. Toward that goal, first, a…

Optimization and Control · Mathematics 2021-04-05 Alexandros Tsolovikos , Efstathios Bakolas

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

Providing safety guarantees for learning-based controllers is important for real-world applications. One approach to realizing safety for arbitrary control policies is safety filtering. If necessary, the filter modifies control inputs to…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Lukas Brunke , Siqi Zhou , Mingxuan Che , Angela P. Schoellig

The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the…

Optimization and Control · Mathematics 2026-05-26 Zhiyu He , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…

Physics and Society · Physics 2018-05-15 Filippo Radicchi , Claudio Castellano

When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi

This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger