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Small satellites have proven to be viable Earth observation platforms. These satellites operate in regimes of increased trajectory uncertainty where traditional planning approaches can lead to sub-optimal task plans, limiting science…

Systems and Control · Computer Science 2019-05-07 Duncan Eddy , Mykel Kochenderfer

A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation…

Optimization and Control · Mathematics 2020-05-29 Rachel E. Keil , Alexander T. Miller , Mrinal Kumar , Anil V. Rao

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

Accurate trajectory prediction is critical for safe autonomous navigation in crowded environments. While many trajectory predictors output Gaussian distributions to represent the multi-modal distribution over future pedestrian positions,…

Robotics · Computer Science 2026-03-12 Fatemeh Cheraghi Pouria , Mahsa Golchoubian , Katherine Driggs-Campbell

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

The classical Method of Successive Approximations (MSA) is an iterative method for solving stochastic control problems and is derived from Pontryagin's optimality principle. It is known that the MSA may fail to converge. Using careful…

Optimization and Control · Mathematics 2020-11-18 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch

We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

This paper introduces Gaussian Spatial Transport (GST), a novel framework that leverages Gaussian splatting to facilitate transport from the probability measure in the image coordinate space to the annotation map. We propose a Gaussian…

Computer Vision and Pattern Recognition · Computer Science 2025-11-25 Miao Shang , Xiaopeng Hong

This study presents a fast nonlinear programming algorithm for low-thrust multi-asteroid rendezvous missions. The core contribution is the derivation of analytical formulations for both first- and second-order gradients of low-thrust…

Instrumentation and Methods for Astrophysics · Physics 2026-04-22 An-Yi Huang , Ya-Zhong Luo

Planning under motion and observation uncertainties requires solution of a stochastic control problem in the space of feedback policies. In this paper, we reduce the general (n^2+n)-dimensional belief space planning problem to an…

Robotics · Computer Science 2016-08-12 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams

Dealing with meteorological uncertainty poses a major challenge in air traffic management (ATM). Convective weather (commonly referred to as storms or thunderstorms) in particular represents a significant safety hazard that is responsible…

Optimization and Control · Mathematics 2018-06-08 Daniel Hentzen , Maryam Kamgarpour , Manuel Soler , Daniel González-Arribas

This paper proposes a novel Hessian approximation for Maximum a Posteriori estimation problems in robotics involving Gaussian mixture likelihoods. Previous approaches manipulate the Gaussian mixture likelihood into a form that allows the…

Robotics · Computer Science 2024-08-28 Vassili Korotkine , Mitchell Cohen , James Richard Forbes

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

Statistics Theory · Mathematics 2025-04-08 Yun Ma , Yihong Wu , Pengkun Yang

This paper focuses on distributed learning-based control of decentralized multi-agent systems where the agents' dynamics are modeled by Gaussian Processes (GPs). Two fundamental problems are considered: the optimal design of experiment for…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Viet-Anh Le , Truong X. Nghiem

We introduce a modeling framework for manipulation planning based on the formulation of the dynamics as a projected dynamical system. This method uses implicit signed distance functions and their gradients to formulate an equivalent…

Optimization and Control · Mathematics 2025-01-22 Anton Pozharskiy , Armin Nurkanović , Moritz Diehl

This paper presents a novel algorithm for solving distribution steering problems featuring nonlinear dynamics and chance constraints. Covariance steering (CS) is an emerging methodology in stochastic optimal control that poses constraints…

Robotics · Computer Science 2025-09-24 Akash Ratheesh , Vincent Pacelli , Augustinos D. Saravanos , Evangelos A. Theodorou

In this work, we analyze the properties of the solution to the covariance steering problem for discrete time Gaussian linear systems with a squared Wasserstein distance terminal cost. In our previous work, we have shown that by utilizing…

Optimization and Control · Mathematics 2021-03-26 Isin M. Balci , Abhishek Halder , Efstathios Bakolas
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