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We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

Computational Finance · Quantitative Finance 2015-09-04 Robert B. Gramacy , Mike Ludkovski

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

We propose formulating the finite-horizon stochastic optimal control problem for colloidal self-assembly in the space of probability density functions (PDFs) of the underlying state variables (namely, order parameters). The control…

Optimization and Control · Mathematics 2022-09-08 Iman Nodozi , Jared O'Leary , Ali Mesbah , Abhishek Halder

We propose a fully distributed control system architecture, amenable to in-vehicle implementation, that aims to safely coordinate connected and automated vehicles (CAVs) at road intersections. For control purposes, we build upon a fully…

Optimization and Control · Mathematics 2022-03-25 Alexander Katriniok , Benedikt Rosarius , Petri Mähönen

This paper proposes a safety-critical controller for dynamic and uncertain environments, leveraging a robust environment control barrier function (ECBF) to enhance the robustness against the measurement and prediction uncertainties…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Ying Shuai Quan , Jian Zhou , Erik Frisk , Chung Choo Chung

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

Optimal stabilization of safety-critical nonlinear systems requires balancing long-term performance and strict safety constraints. Existing quadratic-programming-based control barrier function (CBF) safety filters are point-wise and may…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Zhanglin Shangguan , Wei Xiao , Qi Li , Bo Yang , Xinping Guan

In this paper, we present the application of successive convexification methods to autonomous driving problems borrowed from recent aerospace literature. We formulate two optimization problems within the successive convexification…

Optimization and Control · Mathematics 2020-10-14 Ali Boyali , Simon Thompson , David Wong

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto

We present a novel controller for fixed-wing UAVs that enables autonomous soaring in an orographic wind field, extending flight endurance. Our method identifies soaring regions and addresses position control challenges by introducing a…

Robotics · Computer Science 2023-05-24 Tom Suys , Sunyou Hwang , Guido C. H. E. de Croon , Bart D. W. Remes

We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…

Optimization and Control · Mathematics 2024-03-19 Chen YAN

This paper presents an embedding-based approach for solving switched optimal control problems (SOCPs) with dwell time constraints. At first, an embedded optimal control problem (EOCP) is defined by replacing the discrete switching signal…

Optimization and Control · Mathematics 2025-01-13 Masoud S. Sakha , Rushikesh Kamalapurkar

This paper presents a combined sliding-mode control and subspace stabilization methodology for orbital stabilization of periodic trajectories in underactuated mechanical systems with one degree of underactuation. The approach starts with…

Robotics · Computer Science 2025-12-05 Maksim Surov , Leonid Freidovich

This work proposes a safety-critical local reactive controller that enables the robot to navigate in unknown and cluttered environments. In particular, the trajectory tracking task is formulated as a constrained polynomial optimization…

Robotics · Computer Science 2023-10-10 Yulin Li , Xindong Tang , Kai Chen , Chunxin Zheng , Haichao Liu , Jun Ma

Recent advances in deep learning have provided new data-driven ways of controller design to replace the traditional manual synthesis and certification approaches. Employing neural network (NN) as controllers however, presents its own…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Sanghyoup Gu , Ratnesh Kumar

Evaluating and updating the obstacle avoidance velocity for an autonomous robot in real-time ensures robustness against noise and disturbances. A passive damping controller can obtain the desired motion with a torque-controlled robot, which…

Robotics · Computer Science 2024-07-16 Lukas Huber , Thibaud Trinca , Jean-Jacques Slotine , Aude Billard

Co-optimizing safety and performance in large-scale multi-agent systems remains a fundamental challenge. Existing approaches based on multi-agent reinforcement learning (MARL), safety filtering, or Model Predictive Control (MPC) either lack…

Robotics · Computer Science 2025-09-30 Manan Tayal , Aditya Singh , Shishir Kolathaya , Somil Bansal