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We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

In this work, we study a class of deception planning problems in which an agent aims to alter a security monitoring system's sensor readings so as to disguise its adversarial itinerary as an allowed itinerary in the environment. The…

Robotics · Computer Science 2024-12-04 Hazhar Rahmani , Arash Ahadi , Jie Fu

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

Many real-world systems often involve physical components or operating environments with highly nonlinear and uncertain dynamics. A number of different control algorithms can be used to design optimal controllers for such systems, assuming…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Navid Hashemi , Justin Ruths , Jyotirmoy V. Deshmukh

We propose a new method for trajectory planning to solve the data harvesting problem. In a two-dimensional mission space, $N$ mobile agents are tasked with the collection of data generated at $M$ stationary sources and delivery to a base…

Systems and Control · Computer Science 2015-09-02 Yasaman Khazaeni , Christos G. Cassandras

Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Thom Badings , Nils Jansen , Licio Romao , Alessandro Abate

This paper proposes Distributed Model Predictive Covariance Steering (DiMPCS) for multi-agent control under stochastic uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model…

Robotics · Computer Science 2025-01-28 Augustinos D. Saravanos , Isin M. Balci , Efstathios Bakolas , Evangelos A. Theodorou

Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state…

Methodology · Statistics 2019-11-19 Chencheng Cai , Rong Chen

In this paper, we consider an adversarial scenario where one agent seeks to achieve an objective and its adversary seeks to learn the agent's intentions and prevent the agent from achieving its objective. The agent has an incentive to try…

Optimization and Control · Mathematics 2018-05-09 Melkior Ornik , Ufuk Topcu

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

Self-Driven Particles (SDP) describe a category of multi-agent systems common in everyday life, such as flocking birds and traffic flows. In a SDP system, each agent pursues its own goal and constantly changes its cooperative or competitive…

Machine Learning · Computer Science 2022-01-11 Zhenghao Peng , Quanyi Li , Ka Ming Hui , Chunxiao Liu , Bolei Zhou

We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

Systems and Control · Computer Science 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

We model, simulate and control the guiding problem for a herd of evaders under the action of repulsive drivers. The problem is formulated in an optimal control framework, where the drivers (controls) aim to guide the evaders (states) to a…

Optimization and Control · Mathematics 2020-05-01 Dongnam Ko , Enrique Zuazua

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

Discrete-time stochastic systems with continuous spaces are hard to verify and control, even with MDP abstractions due to the curse of dimensionality. We propose an abstraction-based framework with robust dynamic programming mappings that…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Ruohan Wang , Siyuan Liu , Zhiyong Sun , Sofie Haesaert

Optimal state-feedback controllers, capable of changing between different objective functions, are advantageous to systems in which unexpected situations may arise. However, synthesising such controllers, even for a single objective, is a…

Systems and Control · Computer Science 2020-10-13 Christopher Iliffe Sprague , Dario Izzo , Petter Ögren

In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…

Multiagent Systems · Computer Science 2017-02-28 Ugo Rosolia , Francesco Braghin , Andrew G. Alleyne , Stijn De Bruyne , Edoardo Sabbioni