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This paper introduces a control co-design (CCD) framework to simultaneously explore the physical parameters and control spaces for a hydro-kinetic turbine (HKT) rotor optimization. The optimization formulation incorporates a coupled…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Boxi Jiang , Mohammad Reza Amini , Yingqian Liao , Joaquim R. R. A. Martins , Jing Sun

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

Risk and uncertainty in each stage of CLSC have greatly increased the complexity and reduced process efficiency of the closed-loop networks, impeding the sustainable and resilient development of industries and the circular economy.…

General Economics · Economics 2023-06-09 Yang Hu

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

Distributed generation and remotely controlled switches have emerged as important technologies to improve the resiliency of distribution grids against extreme weather-related disturbances. Therefore it becomes impor- tant to study how best…

Optimization and Control · Mathematics 2018-01-12 Geunyeong Byeon , Pascal Van Hentenryck , Russell Bent , Harsha Nagarajan

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

Optimization and Control · Mathematics 2022-09-13 Erhan Bayraktar , Tao Chen

We present a chance-constrained model predictive control (MPC) framework under Gaussian mixture model (GMM) uncertainty. Specifically, we consider the uncertainty that arises from predicting future behaviors of moving obstacles, which may…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Kai Ren , Colin Chen , Hyeontae Sung , Heejin Ahn , Ian Mitchell , Maryam Kamgarpour

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

Trajectory optimization depends heavily on initialization. In particular, sampling-based approaches are highly sensitive to initial solutions, and limited exploration frequently leads them to converge to local minima in complex…

Robotics · Computer Science 2026-04-15 O. Goktug Poyrazoglu , Yukang Cao , Rahul Moorthy , Volkan Isler

This paper presents a novel method for controlling teams of unmanned aerial vehicles using Stochastic Optimal Control (SOC) theory. The approach consists of a centralized high-level planner that computes optimal state trajectories as…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Vicenç Gómez , Sep Thijssen , Andrew Symington , Stephen Hailes , Hilbert J. Kappen

In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…

Optimization and Control · Mathematics 2016-11-22 Francesca Maggioni , Florian Potra , Marida Bertocchi

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

We address the optimal covariance steering (OCS) problem for stochastic discrete linear systems with additive Gaussian noise under state chance constraints and input hard constraints. Because the system state can be unbounded due to the…

Optimization and Control · Mathematics 2019-10-01 Kazuhide Okamoto , Panagiotis Tsiotras

Recent advances in quadrupedal locomotion have focused on improving stability and performance across diverse environments. However, existing methods often lack adequate safety analysis and struggle to adapt to varying payloads and complex…

Robotics · Computer Science 2024-11-07 Ananya Trivedi , Sarvesh Prajapati , Mark Zolotas , Michael Everett , Taskin Padir

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

This paper considers enforcing safety and stability of dynamical systems in the presence of model uncertainty. Safety and stability constraints may be specified using a control barrier function (CBF) and a control Lyapunov function (CLF),…

Optimization and Control · Mathematics 2023-03-17 Kehan Long , Yinzhuang Yi , Jorge Cortes , Nikolay Atanasov