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In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…

Optimization and Control · Mathematics 2021-06-15 Adrián Esteban-Pérez , Juan M. Morales

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

Machine Learning · Statistics 2021-11-24 Jarrad Courts , Adrian Wills , Thomas B. Schön

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

Optimization and Control · Mathematics 2018-09-11 Kazuhide Okamoto , Panagiotis Tsiotras

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

We consider the problem of planning under observation and motion uncertainty for nonlinear robotics systems. Determining the optimal solution to this problem, generally formulated as a Partially Observed Markov Decision Process (POMDP), is…

Robotics · Computer Science 2017-07-11 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbances which affect the dynamics. Recently, stochastic optimal…

Optimization and Control · Mathematics 2023-03-03 Clara Leparoux , Riccardo Bonalli , Bruno Hérissé , Frédéric Jean

Safety is a critical concern for the success of urban air mobility, especially in dynamic and uncertain environments. This paper proposes a path planning algorithm based on RRT in conjunction with chance constraints in the presence of…

Robotics · Computer Science 2022-03-15 Pengcheng Wu , Lin Li , Junfei Xie , Jun Chen

We consider the problem of minimum energy steering of a linear stochastic system to a final prescribed distribution over a finite horizon and to maintain a stationary distribution over an infinite horizon. We present sufficient conditions…

Systems and Control · Computer Science 2014-10-14 Yongxin Chen , Tryphon Georgiou , Michele Pavon

This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…

Space Physics · Physics 2025-04-08 Giacomo Acciarini , Nicola Baresi , David Lloyd , Dario Izzo

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

This paper introduces a trajectory planning algorithm for search and coverage missions with an Unmanned Aerial Vehicle (UAV) based on an uncertainty map that represents prior knowledge of the target region, modeled by a Gaussian Mixture…

Robotics · Computer Science 2025-03-28 Hugo Matias , Daniel Silvestre

We present a novel formulation for motion planning under uncertainties based on variational inference where the optimal motion plan is modeled as a posterior distribution. We propose a Gaussian variational inference-based framework, termed…

Robotics · Computer Science 2025-06-25 Hongzhe Yu , Yongxin Chen

The optimization of fuel-optimal low-thrust collision avoidance maneuvers (CAMs) in scenarios involving multiple encounters between spacecraft is addressed. The optimization's objective is the minimization of the total fuel consumption…

Optimization and Control · Mathematics 2024-06-07 Zeno Pavanello , Laura Pirovano , Roberto Armellin , Andrea De Vittori , Pierluigi Di Lizia

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

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 study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizations. Such systems are particularly challenging to analyze and…

Optimization and Control · Mathematics 2023-04-06 Liviu Aolaritei , Nicolas Lanzetti , Florian Dörfler

In this paper, the trajectory planning problem for autonomous rendezvous and docking between a controlled spacecraft and a tumbling target is addressed. The use of a variable planning horizon is proposed in order to construct an appropriate…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Mirko Leomanni , Renato Quartullo , Gianni Bianchini , Andrea Garulli , Antonio Giannitrapani