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In this paper we consider the use of probabilistic or random models within a classical trust-region framework for optimization of deterministic smooth general nonlinear functions. Our method and setting differs from many stochastic…

Optimization and Control · Mathematics 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

The performance of the Monte Carlo sampling methods relies on the crucial choice of a proposal density. The notion of optimality is fundamental to design suitable adaptive procedures of the proposal density within Monte Carlo schemes. This…

Computation · Statistics 2026-02-24 Fernando Llorente , Luca Martino

We propose a framework for planning in unknown dynamic environments with probabilistic safety guarantees using conformal prediction. Particularly, we design a model predictive controller (MPC) that uses i) trajectory predictions of the…

Robotics · Computer Science 2023-06-09 Lars Lindemann , Matthew Cleaveland , Gihyun Shim , George J. Pappas

Adaptive optimal control using value iteration initiated from a stabilizing control policy is theoretically analyzed in terms of stability of the system during the learning stage without ignoring the effects of approximation errors. This…

Optimization and Control · Mathematics 2017-10-25 Ali Heydari

In existing literature, while approximate approaches based on Monte-Carlo simulation technique have been proposed to compute the semantics of probabilistic argumentation, how to improve the efficiency of computation without using simulation…

Artificial Intelligence · Computer Science 2017-10-25 Beishui Liao , Kang Xu , Huaxin Huang

We consider the problem of nonlinear system identification when prior knowledge is available on the region of attraction (ROA) of an equilibrium point. We propose an identification method in the form of an optimization problem, minimizing…

Optimization and Control · Mathematics 2020-03-30 Mohammad Khosravi , Roy S. Smith

Data-driven approaches to predict-then-optimize decision-making problems seek to mitigate the risk of uncertainty region misspecification in safety-critical settings. Current approaches, however, suffer from considering overly conservative…

Methodology · Statistics 2023-10-17 Yash Patel , Sahana Rayan , Ambuj Tewari

A key challenge in off-road navigation is that even visually similar terrains or ones from the same semantic class may have substantially different traction properties. Existing work typically assumes no wheel slip or uses the expected…

Robotics · Computer Science 2023-08-01 Xiaoyi Cai , Michael Everett , Lakshay Sharma , Philip R. Osteen , Jonathan P. How

Trajectory optimization under uncertainty underpins a wide range of applications in robotics. However, existing methods are limited in terms of reasoning about sources of epistemic and aleatoric uncertainty, space and time correlations,…

Robotics · Computer Science 2023-09-28 Thomas Lew , Riccardo Bonalli , Marco Pavone

A strategy is proposed for characterizing the worst-case performance of algorithms for solving nonconvex smooth optimization problems. Contemporary analyses characterize worst-case performance by providing, under certain assumptions on an…

Optimization and Control · Mathematics 2018-08-28 Frank E. Curtis , Daniel P. Robinson

We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…

Optimization and Control · Mathematics 2025-05-22 Ke Ren , Peyman Mohajerin Esfahani , Angelos Georghiou

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

Automated vehicles require the ability to cooperate with humans for smooth integration into today's traffic. While the concept of cooperation is well known, developing a robust and efficient cooperative trajectory planning method is still a…

Multiagent Systems · Computer Science 2022-11-15 Philipp Stegmaier , Karl Kurzer , J. Marius Zöllner

We consider an unconstrained continuous optimization problem where, in each iteration, gradient estimates may be arbitrarily corrupted with a probability greater than 1/2. Additionally, function value estimates may exhibit heavy-tailed…

Optimization and Control · Mathematics 2025-11-25 Katya Scheinberg , Miaolan Xie

This paper focuses on the analysis of the Region of Attraction (RoA) for unknown autonomous dynamical systems. A data-driven approach based on the moment-Sum-of-Squares (SoS) hierarchy is proposed, enabling novel RoA outer approximations…

Systems and Control · Electrical Eng. & Systems 2026-01-07 Oumayma Khattabi , Matteo Tacchi , Sorin Olaru

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

Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…

Robotics · Computer Science 2026-02-04 Xinhang Ma , Junlin Wu , Yiannis Kantaros , Yevgeniy Vorobeychik

While stability analysis is a mainstay for control science, especially computing regions of attraction of equilibrium points, until recently most stability analysis tools always required explicit knowledge of the model or a high-fidelity…

Optimization and Control · Mathematics 2024-09-12 Matteo Tacchi , Yingzhao Lian , Colin Jones

This paper investigates probabilistic robustness of nonconvex-nonconcave minimax problems via the scenario approach. Specifically, under convex strategy sets for all players, inspired by recent advances in scenario optimization, we first…

Computer Science and Game Theory · Computer Science 2026-05-14 Huan Peng , Guanpu Chen , Karl Henrik Johansson