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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

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

We consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…

Optimization and Control · Mathematics 2015-09-29 Getachew K. Befekadu , Eduardo L. Pasiliao

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

This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…

Optimization and Control · Mathematics 2025-09-11 Yuhang Mei , Amirhossein Taghvaei , Ali Pakniyat

Flow matching has recently emerged as a promising alternative to diffusion-based generative models, particularly for text-to-image generation. Despite its flexibility in allowing arbitrary source distributions, most existing approaches rely…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Junwan Kim , Jiho Park , Seonghu Jeon , Seungryong Kim

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

In transportation systems (e.g. highways, railways, airports), traffic flows with distinct origin-destination pairs usually share common facilities and interact extensively. Such interaction is typically stochastic due to natural…

Optimization and Control · Mathematics 2019-08-06 Li Jin , Yining Wen

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

A group of cooperative aerial robots can be deployed to efficiently patrol a terrain, in which each robot flies around an assigned area and shares information with the neighbors periodically in order to protect or supervise it. To ensure…

Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We…

Machine Learning · Statistics 2024-04-23 Jhanvi Garg , Xianyang Zhang , Quan Zhou

Optimal transport (OT) and Schr{\"o}dinger bridge (SB) problems have emerged as powerful frameworks for transferring probability distributions with minimal cost. However, existing approaches typically focus on endpoint matching while…

Optimization and Control · Mathematics 2025-10-09 Xu Duan , Dongmei Chen

This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…

Machine Learning · Computer Science 2026-04-07 Stefano Goria , Levent A. Mengütürk , Murat C. Mengütürk , Berkan Sesen

A novel, model free, approach to experimental closed-loop flow control is implemented on a separated flow. Feedback control laws are generated using genetic programming where they are optimized using replication, mutation and cross-over of…

Fluid Dynamics · Physics 2015-06-19 Nicolas Gautier , Thomas Duriez , Jean-Luc Aider , Bernd Noack , Marc Segond , Markus Abel

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

Robotics · Computer Science 2024-07-22 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Moritz Diehl

In this paper, the formation control of multi-agent systems in random switching communication topology is studied, and the problem of excessive bandwidth and low control efficiency among multi-agents is solved. For nonlinear multi-agent…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Ouyang Lingcong , Yang Kaijun

Consider a (logical) link between two distributed data centers with available bandwidth designated for both deadline-driven elastic traffic, such as for scheduled synchronization services, and profitable inelastic traffic, such as for…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Patrick Kreidl

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith