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We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with…

Machine Learning · Computer Science 2026-03-18 Nora Schneider , Georg Manten , Niki Kilbertus

Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…

Robotics · Computer Science 2022-12-27 Kristoffer M. Frey , Ted J. Steiner , Jonathan P. How

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…

Robotics · Computer Science 2022-02-22 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Masayoshi Tomizuka , Tong Heng Lee

Recent advances in diffusion models have demonstrated their strong capabilities in generating high-fidelity samples from complex distributions through an iterative refinement process. Despite the empirical success of diffusion models in…

Robotics · Computer Science 2024-07-03 Chaoyi Pan , Zeji Yi , Guanya Shi , Guannan Qu

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

Formulating the intended behavior of a dynamic system can be challenging. Signal temporal logic (STL) is frequently used for this purpose due to its suitability in formalizing comprehensible, modular, and versatile spatiotemporal…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Patrick Halder , Hannes Homburger , Lothar Kiltz , Johannes Reuter , Matthias Althoff

Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

Robotics · Computer Science 2023-02-22 Khaled A. Mustafa , Oscar de Groot , Xinwei Wang , Jens Kober , Javier Alonso-Mora

This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…

Optimization and Control · Mathematics 2021-10-29 Killian Wood , Gianluca Bianchin , Emiliano Dall'Anese

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Balancing the trade-off between safety and efficiency is of significant importance for path planning under uncertainty. Many risk-aware path planners have been developed to explicitly limit the probability of collision to an acceptable…

Robotics · Computer Science 2022-10-26 Fei Meng , Liangliang Chen , Han Ma , Jiankun Wang , Max Q. -H. Meng

Following the occurrence of an extreme natural or man-made event, community recovery management should aim at providing optimal restoration policies for a community over a planning horizon. Calculating such optimal restoration polices in…

Systems and Control · Computer Science 2019-09-16 Saeed Nozhati , Yugandhar Sarkale , Edwin K. P. Chong , Bruce R. Ellingwood

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

Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…

Artificial Intelligence · Computer Science 2025-08-05 Mohsen Sadr , Hossein Gorji

Trajectory optimization methods for motion planning attempt to generate trajectories that minimize a suitable objective function. Such methods efficiently find solutions even for high degree-of-freedom robots. However, a globally optimal…

Robotics · Computer Science 2019-07-18 Luka Petrović , Juraj Peršić , Marija Seder , Ivan Marković

Multi-task learning has gained popularity due to the advantages it provides with respect to resource usage and performance. Nonetheless, the joint optimization of parameters with respect to multiple tasks remains an active research topic.…

Computer Vision and Pattern Recognition · Computer Science 2021-06-01 Lucas Pascal , Pietro Michiardi , Xavier Bost , Benoit Huet , Maria A. Zuluaga

In this paper, a robot navigating an environment shared with humans is considered, and a cost function that can be exploited in $\text{RRT}^\text{X}$, a randomized sampling-based replanning algorithm that guarantees asymptotic optimality,…

Robotics · Computer Science 2022-06-16 Basak Sakcak , Luca Bascetta

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

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

Statistical Mechanics · Physics 2015-07-01 Todd R. Gingrich , Phillip L. Geissler

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou