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This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…

Machine Learning · Computer Science 2014-04-02 Jan-Peter Calliess , Antonis Papachristodoulou , Stephen J. Roberts

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

In this paper, closed-loop entry guidance in a randomly perturbed atmosphere, using bank angle control, is posed as a stochastic optimal control problem. The entry trajectory, as well as the closed-loop controls, are both modeled as random…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Jack Ridderhof , Panagiotis Tsiotras , Breanna J. Johnson

This paper investigates the connections between rectified flows, flow matching, and optimal transport. Flow matching is a recent approach to learning generative models by estimating velocity fields that guide transformations from a source…

Machine Learning · Computer Science 2026-02-17 Johannes Hertrich , Antonin Chambolle , Julie Delon

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Tim Brüdigam

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rare chance-constrained optimal control framework for…

Optimization and Control · Mathematics 2026-04-03 Rui Xu , Shanyin Tong , Xuan Di

We propose a stochastic model for the intersection of two urban streets. The vehicular traffic at the intersection is controlled by a set of traffic lights which can be operated subject to fix-time as well as traffic adaptive schemes.…

Condensed Matter · Physics 2012-03-19 M. Ebrahim Fouladvand , Zeinab Sadjadi , M. Reza Shaebani

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Miguel Picallo , Adolfo Anta , Bart De Schutter

We address control synthesis of stochastic discrete-time linear multi-agent systems under jointly chance-constrained collaborative signal temporal logic specifications in a distribution-free manner using available disturbance samples, which…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

This paper investigates the control of flow networks, where the control objective is to regulate the measured output (e.g storage levels) towards a desired value. We present a distributed controller that dynamically adjusts the inputs and…

Systems and Control · Computer Science 2017-08-03 Sebastian Trip , Tjardo Scholten , Claudio De Persis

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

Flow-matching models provide a powerful framework for various applications, offering efficient sampling and flexible probability path modeling. These models are characterized by flows with low curvature in learned generative trajectories,…

Machine Learning · Computer Science 2025-01-22 Zibin Wang , Zhiyuan Ouyang , Xiangyun Zhang

Probabilistic load flow (PLF) calculation, as a fundamental tool to analyze transmission system behavior, has been studied for decades. Despite a variety of available methods, existing PLF approaches rarely take system control into account.…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Mengshuo Jia , Qianni Cao , Chen Shen , Gabriela Hug

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler