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This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

In the present work, we study the optimal control paths in the Zermelo navigation problem from the geometric and differential equations point of view rather than the optimal control point of view, where the latter has been carried out in…

Optimization and Control · Mathematics 2023-04-04 Zohreh Fathia , Behroz Bidabad

We investigate Optimal Control Problems (OCP) for fractional systems involving fractional-time derivatives on time scales. The fractional-time derivatives and integrals are considered, on time scales, in the Riemann--Liouville sense. By…

Optimization and Control · Mathematics 2019-09-24 Gaber M. Bahaa , Delfim F. M. Torres

The design (shape) of a robot is usually decided before the control is implemented. This might limit how well the design is adapted to a task, as the suitability of the design is given by how well the robot performs in the task, which…

Robotics · Computer Science 2025-09-30 Etor Arza , Frank Veenstra , Tønnes F. Nygaard , Kyrre Glette

A key challenge in tuning Model Predictive Control (MPC) cost function parameters is to ensure that the system performance stays consistently above a certain threshold. To address this challenge, we propose a novel method, COAT-MPC,…

Machine Learning · Computer Science 2025-03-25 Albert Gassol Puigjaner , Manish Prajapat , Andrea Carron , Andreas Krause , Melanie N. Zeilinger

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…

Robotics · Computer Science 2024-05-09 Yu Luo , Qie Sima , Tianying Ji , Fuchun Sun , Huaping Liu , Jianwei Zhang

This paper aims to provide a Dynamic Programming (DP) approach to solve the Mission-Wide Chance-Constrained Optimal Control Problems (MWCC-OCP). The mission-wide chance constraint guarantees that the probability that the entire state…

Optimization and Control · Mathematics 2022-09-14 Kai Wang , Sebastien Gros

This paper introduces the correlated arc orienteering problem (CAOP), where the task is to find routes for a team of robots to maximize the collection of rewards associated with features in the environment. These features can be…

Robotics · Computer Science 2022-08-17 Saurav Agarwal , Srinivas Akella

In this paper we propose a method to improve the accuracy of trajectory optimization for dynamic robots with intermittent contact by using orthogonal collocation. Until recently, most trajectory optimization methods for systems with…

Robotics · Computer Science 2019-04-03 Amir Patel , Stacey Shield , Saif Kazi , Aaron M. Johnson , Lorenz T. Biegler

Optimization under structural constraints is typically analyzed through projection or penalty methods, obscuring the geometric mechanism by which constraints shape admissible dynamics. We propose an operator-theoretic formulation in which…

Optimization and Control · Mathematics 2026-03-10 Changkai Li

In this two-part study we develop a general approach to the design and analysis of exact penalty functions for various optimal control problems, including problems with terminal and state constraints, problems involving differential…

Optimization and Control · Mathematics 2020-01-10 M. V. Dolgopolik , A. V. Fominyh

In this contribution, we present a variational space-time formulation which generates an optimal feed-forward controller for geometrically exact strings. More concretely, the optimization problem is solved with an indirect approach, and the…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Tobias Thoma , Paul Kotyczka

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Optimization and Control · Mathematics 2022-03-22 Shengchao Zhao , Yongchao Liu

We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive…

Data Structures and Algorithms · Computer Science 2020-09-23 Ying Cao , Bo Sun , Danny H. K. Tsang

The paper addresses the problem of providing suitable reference trajectories in motion planning problems for autonomous vehicles. Among the various approaches to compute a reference trajectory, our aim is to find those trajectories which…

Optimization and Control · Mathematics 2018-01-24 Matthias Gerdts , Björn Martens

This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…

Optimization and Control · Mathematics 2024-06-19 Paul Malisani