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In this paper, we develop a computationally-efficient approach to minimum-time trajectory optimization using input-output data-based models, to produce an end-to-end data-to-control solution to time-optimal planning/control of dynamic…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Nan Li , Ehsan Taheri , Ilya Kolmanovsky , Dimitar Filev

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…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

In this paper we develop a sequential convex programming (SCP) framework for free-final-time covariance steering of nonlinear stochastic differential equations (SDEs) subject to both additive and multiplicative diffusion. We cast the…

Optimization and Control · Mathematics 2026-03-18 Joshua Pilipovsky

This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Yoshinari Takayama , Kazumune Hashimoto , Toshiyuki Ohtsuka

Sequential Convex Programming (SCP) has recently gained popularity as a tool for trajectory optimization due to its sound theoretical properties and practical performance. Yet, most SCP-based methods for trajectory optimization are…

Optimization and Control · Mathematics 2019-05-21 Riccardo Bonalli , Andrew Bylard , Abhishek Cauligi , Thomas Lew , Marco Pavone

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

Designing spacecraft trajectories remains challenging in the presence of stochastic effects such as maneuver execution errors and observation uncertainties. Although covariance control and belief-space planning provide useful tools for…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Masahiro Fujiwara , Naoya Ozaki

This paper presents a novel methodology for solving the time-optimal trajectory optimization problem for interplanetary solar-sail missions using successive convex programming. Based on the non-convex problem, different convexification…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Yu Song , Shengping Gong

In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…

Optimization and Control · Mathematics 2022-08-17 Jianfeng Luo , Xiaojun Chen

Nonlinear trajectory optimization algorithms have been developed to handle optimal control problems with nonlinear dynamics and nonconvex constraints in trajectory planning. The performance and computational efficiency of many trajectory…

Optimization and Control · Mathematics 2024-01-17 Taewan Kim , Purnanand Elango , Danylo Malyuta , Behcet Acikmese

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

A model predictive control (MPC) framework is developed for station-keeping in spacecraft formation flight along libration point orbits. At each control period, the MPC policy solves a multi-vehicle optimal control problem (MVOCP) that…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Yuri Shimane , Purnanand Elango , Avishai Weiss

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

The minimum-time control problem consists in finding a control policy that will drive a given dynamic system from a given initial state to a given target state (or a set of states) as quickly as possible. This is a well-known challenging…

Systems and Control · Computer Science 2015-03-19 Laurent Bako , Dulin Chen , Stéphane Lecoeuche

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Jan Olucak , Walter Fichter , Torbjørn Cunis

This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Shawn Priore , Meeko Oishi

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

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