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In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Felix Brändle , Nicolas Chatzikiriakos , Andrea Iannelli , Frank Allgöwer

This paper proposes a safety-critical control design approach for nonlinear control affine systems in the presence of matched and unmatched uncertainties. Our constructive framework couples control barrier function (CBF) theory with a new…

Systems and Control · Electrical Eng. & Systems 2025-02-03 Ersin Das , Joel W. Burdick

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

With a finite amount of measurement data acquired in variational quantum algorithms, the statistical benefits of several optimized numerical estimation schemes, including the scaled parameter-shift (SPS) rule and finite-difference (FD)…

Quantum Physics · Physics 2024-08-07 Yong Siah Teo

With the increasing complexity of real-world systems and varying environmental uncertainties, it is difficult to build an accurate dynamic model, which poses challenges especially for safety-critical control. In this paper, a learning-based…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Sihua Zhang , Di-Hua Zhai , Xiaobing Dai , Tzu-yuan Huang , Yuanqing Xia , Sandra Hirche

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Deterministic computational modeling of laser powder bed fusion (LPBF) process fails to capture irregularities and roughness of the scan track, unless expensive powder-scale analysis is used. In this work we developed a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2022-08-08 Yangfan Li , Ye Lu , Abdullah Al Amin , Wing Kam Liu

Control barrier functions (CBFs) have seen widespread success in providing forward invariance and safety guarantees for dynamical control systems. A crucial limitation of discrete-time formulations is that CBFs that are nonconcave in their…

Systems and Control · Electrical Eng. & Systems 2025-10-14 James Usevitch , Juan Augusto Paredes Salazar , Ankit Goel

Control Barrier Functions (CBFs) have been widely utilized in the design of optimization-based controllers and filters for dynamical systems to ensure forward invariance of a given set of safe states. While CBF-based controllers offer…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Damola Ajeyemi , Saber Jafarpour , Emiliano Dall'Anese

In this paper, the safety-critical control problem for uncertain systems under multiple control barrier function (CBF) constraints and input constraints is investigated. A novel framework is proposed to generate a safety filter that…

Systems and Control · Electrical Eng. & Systems 2025-03-21 Jinyang Dong , Shizhen Wu , Rui Liu , Xiao Liang , Biao Lu , Yongchun Fang

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

We present a data-driven approach to the quantitative verification of probabilistic programs and stochastic dynamical models. Our approach leverages neural networks to compute tight and sound bounds for the probability that a stochastic…

Logic in Computer Science · Computer Science 2026-04-22 Alessandro Abate , Alec Edwards , Mirco Giacobbe , Hashan Punchihewa , Diptarko Roy

This paper addresses the problem of safety-critical control for non-affine control systems. It has been shown that optimizing quadratic costs subject to state and control constraints can be sub-optimally reduced to a sequence of quadratic…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Wei Xiao , Ross Allen , Daniela Rus

This paper proposes an algorithm to calculate the maximal probability of unsafety with respect to trajectories of a stochastic process and a hazard set. The unsafe probability estimation problem is cast as a primal-dual pair of…

Optimization and Control · Mathematics 2026-03-30 Jared Miller , Matteo Tacchi , Didier Henrion , Mario Sznaier

We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…

Optimization and Control · Mathematics 2024-09-16 Hugh Medal , Samuel Affar

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

We propose distributed iterative algorithms for safe control design and safety verification for networked multi-agent systems. These algorithms rely on distributing a control barrier function (CBF) related quadratic programming (QP) problem…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Han Wang , Antonis Papachristodoulou , Kostas Margellos

We explore and formalize the task of synthesizing programs over noisy data, i.e., data that may contain corrupted input-output examples. By formalizing the concept of a Noise Source, an Input Source, and a prior distribution over programs,…

Programming Languages · Computer Science 2021-04-29 Shivam Handa , Martin Rinard

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

Machine Learning · Computer Science 2026-04-28 Michal Valko , Alexandra Carpentier , Rémi Munos