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This paper mainly investigates reflected stochastic recursive control problems governed by jump-diffusion dynamics. The system's state evolution is described by a stochastic differential equation driven by both Brownian motion and Poisson…
Drifting is a complicated task for autonomous vehicle control. Most traditional methods in this area are based on motion equations derived by the understanding of vehicle dynamics, which is difficult to be modeled precisely. We propose a…
This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…
Inertia drift is a transitional maneuver between two sustained drift stages in opposite directions, which provides valuable insights for navigating consecutive sharp corners for autonomous racing.However, this can be a challenging scenario…
Optimal control is a successful approach to generate motions for complex robots, in particular for legged locomotion. However, these techniques are often too slow to run in real time for model predictive control or one needs to drastically…
Connected and autonomous vehicles have the potential to minimize energy consumption by optimizing the vehicle velocity and powertrain dynamics with Vehicle-to-Everything info en route. Existing deterministic and stochastic methods created…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…
We show that the minimum effort control of colloidal self-assembly can be naturally formulated in the order-parameter space as a generalized Schr\"{o}dinger bridge problem -- a class of fixed-horizon stochastic optimal control problems that…
Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…
In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…
Achieving precise control of colloidal self-assembly into specific patterns remains a longstanding challenge due to the complex process dynamics. Recently, machine learning-based state representation and reinforcement learning-based control…
Operators of Electric Autonomous Mobility-on-Demand (E-AMoD) fleets need to make several real-time decisions such as matching available vehicles to ride requests, rebalancing idle vehicles to areas of high demand, and charging vehicles to…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…
This article addresses obstacle avoidance motion planning for autonomous vehicles, specifically focusing on highway overtaking maneuvers. The control design challenge is handled by considering a mathematical vehicle model that captures both…
We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
Dynamic capacity allocation control for resource sharing networks (RSN) is studied when the networks are in heavy traffic. The goal is to minimize an ergodic cost with a linear holding cost function. Our main result shows that the optimal…
Model predictive control is a powerful tool to generate complex motions for robots. However, it often requires solving non-convex problems online to produce rich behaviors, which is computationally expensive and not always practical in real…