English
Related papers

Related papers: Low Frequency Sampling in Model Predictive Path In…

200 papers

We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…

Optimization and Control · Mathematics 2022-11-23 Ziyi Wang , Augustinos D. Saravanos , Hassan Almubarak , Oswin So , Evangelos A. Theodorou

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…

Methodology · Statistics 2021-10-07 Athénaïs Gautier , David Ginsbourger , Guillaume Pirot

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…

Optimization and Control · Mathematics 2019-07-03 Ziyi Wang , Grady Williams , Evangelos A. Theodorou

We consider perception-based control using state estimates that are obtained from high-dimensional sensor measurements via learning-enabled perception maps. However, these perception maps are not perfect and result in state estimation…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Shuo Yang , George J. Pappas , Rahul Mangharam , Lars Lindemann

Simulation-free methods for training continuous-time generative models construct probability paths that go between noise distributions and individual data samples. Recent works, such as Flow Matching, derived paths that are optimal for each…

Sampling-based approaches are widely used in systems without analytic models to estimate risk or find optimal control. However, gathering sufficient data in such scenarios can be prohibitively costly. On the other hand, in many situations,…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Zhuoyuan Wang , Takashi Tanaka , Yongxin Chen , Yorie Nakahira

In this paper, we propose a general methodology for sampling from un-normalized densities defined on Riemannian manifolds, with a particular focus on multi-modal targets that remain challenging for existing sampling methods. Inspired by the…

Machine Learning · Statistics 2026-02-03 Alain Durmus , Maxence Noble , Thibaut Pellerin

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Distributed approaches to secondary frequency control have become a way to address the need for more flexible control schemes in power networks with increasingly distributed generation. The distributed averaging proportional-integral (DAPI)…

Optimization and Control · Mathematics 2018-03-01 Hendrik Flamme , Emma Tegling , Henrik Sandberg

A defining feature of sampling-based motion planning is the reliance on an implicit representation of the state space, which is enabled by a set of probing samples. Traditionally, these samples are drawn either probabilistically or…

Robotics · Computer Science 2019-03-13 Brian Ichter , James Harrison , Marco Pavone

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

We consider a continuous-time continuous-space stochastic optimal control problem, where the controller lacks exact knowledge of the underlying diffusion process, relying instead on a finite set of historical disturbance trajectories. In…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Hyuk Park , Duo Zhou , Grani A. Hanasusanto , Takashi Tanaka

Safety is a critical issue in learning-based robotic and autonomous systems as learned information about their environments is often unreliable and inaccurate. In this paper, we propose a risk-aware motion control tool that is robust…

Robotics · Computer Science 2020-03-06 Astghik Hakobyan , Insoon Yang

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

This paper investigates a sample-based solution to the hybrid mode control problem across non-differentiable and algorithmic hybrid modes. Our approach reasons about a set of hybrid control modes as an integer-based optimization problem…

Robotics · Computer Science 2026-03-09 Yilang Liu , Haoxiang You , Ian Abraham

Gaussian Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Manish Prajapat , Johannes Köhler , Amon Lahr , Andreas Krause , Melanie N. Zeilinger