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Stochastic Nonlinear Optimal Control (SNOC) seeks to minimize a cost function that accounts for random disturbances acting on a nonlinear dynamical system. Since the expectation over all disturbances is generally intractable, a common…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Mahrokh Ghoddousi Boroujeni , Clara Lucía Galimberti , Andreas Krause , Giancarlo Ferrari-Trecate

Our goal is to learn control policies for robots that provably generalize well to novel environments given a dataset of example environments. The key technical idea behind our approach is to leverage tools from generalization theory in…

Robotics · Computer Science 2020-08-27 Anirudha Majumdar , Alec Farid , Anoopkumar Sonar

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of…

Optimization and Control · Mathematics 2017-09-20 Lorenzo Stella , Andreas Themelis , Pantelis Sopasakis , Panagiotis Patrinos

Learning-based control algorithms require data collection with abundant supervision for training. Safe exploration algorithms ensure the safety of this data collection process even when only partial knowledge is available. We present a new…

Robotics · Computer Science 2020-10-29 Yashwanth Kumar Nakka , Anqi Liu , Guanya Shi , Anima Anandkumar , Yisong Yue , Soon-Jo Chung

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

We present gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion…

Robotics · Computer Science 2022-03-29 Yashwanth Kumar Nakka , Soon-Jo Chung

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Systems and Control · Computer Science 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

We employ the proximal averaged Newton-type method for optimal control (PANOC) to solve obstacle avoidance problems in real time. We introduce a novel modeling framework for obstacle avoidance which allows us to easily account for generic,…

Optimization and Control · Mathematics 2019-04-25 Ajay Sathya , Pantelis Sopasakis , Ruben Van Parys , Andreas Themelis , Goele Pipeleers , Panagiotis Patrinos

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

In stochastic optimal control (SOC), uncertainty may arise from incomplete knowledge of the true probability distribution of the underlying environment, which is known as Knightian or epistemic uncertainty. Distributionally robust optimal…

Optimization and Control · Mathematics 2026-04-10 Wentao Ma , Zhiping Chen , Huifu Xu , Enlu Zhou

In Stochastic Optimal Control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive),…

Statistical Mechanics · Physics 2020-09-29 Vladimir Y. Chernyak , Michael Chertkov , Joris Bierkens , Hilbert J. Kappen

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…

Robotics · Computer Science 2023-09-14 Adam Polevoy , Marin Kobilarov , Joseph Moore

Empirically, the PAC-Bayesian analysis is known to produce tight risk bounds for practical machine learning algorithms. However, in its naive form, it can only deal with stochastic predictors while such predictors are rarely used and…

Machine Learning · Statistics 2019-11-22 Kohei Miyaguchi

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros
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