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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

We consider a general class of stochastic networks and ask which network nodes need to be controlled, and how, to stabilize and switch between desired metastable (target) states in terms of the first and second statistical moments of the…

Adaptation and Self-Organizing Systems · Physics 2016-07-20 Dmytro Bielievtsov , Josef Ladenbauer , Klaus Obermayer

We consider data-driven reachability analysis of discrete-time stochastic dynamical systems using conformal inference. We assume that we are not provided with a symbolic representation of the stochastic system, but instead have access to a…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Navid Hashemi , Xin Qin , Lars Lindemann , Jyotirmoy V. Deshmukh

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…

Systems and Control · Electrical Eng. & Systems 2020-05-04 H. Yoshioka , Y. Yoshioka

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…

Optimization and Control · Mathematics 2021-08-18 Yongxin Chen

A macroscopic model is proposed to depict the traffic dynamics involved in urban traffic systems. The link dynamics are described based on the cell-transmission model and bounded by the link capacities, while the flow dynamics are proposed…

Optimization and Control · Mathematics 2020-02-25 Yicheng Zhang

Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network. Classical coupling…

Probability · Mathematics 2014-12-09 Lasse Leskelä

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

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

Optimization and Control · Mathematics 2026-01-27 Zengyu Li , Qi Lü , Yu Wang , Haitian Yang

Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Guanru Pan , Ruchuan Ou , Timm Faulwasser

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…

Optimization and Control · Mathematics 2024-08-27 Ahmed Allibhoy , Jorge Cortés

This work aims to address the design of fully distributed control protocols for stochastic consensus, and, for the first time, establishes the existence and uniqueness of solutions for the path-dependent and highly nonlinear closed-loop…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Xuping Hou , Xiaofeng Zong , Yong He

Developing of an effective flow control algorithm to avoid congestion is a hot topic in computer network society. This document gives a mathematical model for general network at the beginning, and then discrete control theory is proposed as…

Networking and Internet Architecture · Computer Science 2021-07-05 G. Millán

In this paper, we propose a new self-triggered formulation of Model Predictive Control for continuous-time linear networked control systems. Our control approach, which aims at reducing the number of transmitting control samples to the…

Optimization and Control · Mathematics 2016-09-09 K. Hashimoto , S. Adachi , D. V. Dimarogonas

Unconditional flow-matching trains diffusion models to transport samples from a source distribution to a target distribution by enforcing that the flows between sample pairs are unique. However, in conditional settings (e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2025-06-06 George Stoica , Vivek Ramanujan , Xiang Fan , Ali Farhadi , Ranjay Krishna , Judy Hoffman

We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…

Statistics Theory · Mathematics 2025-10-28 Mara Daniels

We introduce a class of distributed nonlinear control systems, termed as the flow-tracker dynamics, which capture phenomena where the average state is controlled by the average control input, with no individual agent has direct access to…

Optimization and Control · Mathematics 2022-11-09 Behrouz Touri , Bahman Gharesifard
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