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In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under…

Optimization and Control · Mathematics 2017-06-08 Tomasz R. Bielecki , Tao Chen , Igor Cialenco , Areski Cousin , Monique Jeanblanc

An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…

Optimization and Control · Mathematics 2025-04-22 Fethi Bencherki , Anders Rantzer

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

General Physics · Physics 2009-11-11 H. J. Kappen

This paper focuses on an adaptive and fault-tolerant vision-guided robotic system that enables to choose the most appropriate control action if partial or complete failure of the vision system in the short term occurs. Moreover, the…

Robotics · Computer Science 2022-09-07 Farhad Aghili

We develop optimal control strategies for autonomous vehicles (AVs) that are required to meet complex specifications imposed as rules of the road (ROTR) and locally specific cultural expectations of reasonable driving behavior. We formulate…

We report a globally-optimal approach to robotic path planning under uncertainty, based on the theory of quantitative measures of formal languages. A significant generalization to the language-measure-theoretic path planning algorithm…

Robotics · Computer Science 2010-08-24 Ishanu Chattopadhyay , Anthony Cascone , Asok Ray

One often encounters the curse of dimensionality in the application of dynamic programming to determine optimal policies for controlled Markov chains. In this paper, we provide a method to construct sub-optimal policies along with a bound…

Systems and Control · Computer Science 2011-08-17 Myoungkuk Park , Krishnamoorthy Kalyanam , Swaroop Darbha , Phil Chandler , Meir Pachter

In this paper, we propose a novel methodology for path planning and scheduling for multi-robot navigation that is based on optimal transport theory and model predictive control. We consider a setup where $N$ robots are tasked to navigate to…

Robotics · Computer Science 2025-09-01 Usman A. Khan , Mouhacine Benosman , Wenliang Liu , Federico Pecora , Joseph W. Durham

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

Online approximation of an infinite horizon optimal path-following strategy for a kinematic unicycle is considered. The solution to the optimal control problem is approximated using an approximate dynamic programming technique that uses…

Systems and Control · Computer Science 2013-10-02 Patrick Walters , Rushikesh Kamalapurkar , Lindsey Andrews , Warren E. Dixon

We study the trajectory optimization problem under chance constraints for continuous-time stochastic systems. To address chance constraints imposed on the entire stochastic trajectory, we propose a framework based on the set erosion…

Optimization and Control · Mathematics 2025-04-08 Zishun Liu , Liqian Ma , Yongxin Chen

We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…

Probability · Mathematics 2025-06-10 Alexander M. G. Cox , Benjamin A. Robinson

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

Consider a robot operating in an uncertain environment with stochastic, dynamic obstacles. Despite the clear benefits for trajectory optimization, it is often hard to keep track of each obstacle at every time step due to sensing and…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Michael Hibbard , Abraham P. Vinod , Jesse Quattrociocchi , Ufuk Topcu

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

Optimization and Control · Mathematics 2018-01-22 Raino A. E. Mäkinen

This paper studies stochastic optimization problems and associated Bellman equations in formats that allow for reduced dimensionality of the cost-to-go functions. In particular, we study stochastic control problems in the…

Optimization and Control · Mathematics 2025-05-20 Teemu Pennanen , Ari-Pekka Perkkiö

The paper presents a movement strategy for Connected and Automated Vehicles (CAVs) in a lane-free traffic environment with vehicle nudging by use of an optimal control approach. State-dependent constraints on control inputs are considered…

We present a novel approach to perform probabilistic collision detection between a high-DOF robot and high-DOF obstacles in dynamic, uncertain environments. In dynamic environments with a high-DOF robot and moving obstacles, our approach…

Robotics · Computer Science 2016-07-19 Chonhyon Park , Jae Sung Park , Dinesh Manocha

Safe and accurate control of unmanned aerial vehicles in the presence of winds is a challenging control problem due to the hard-to-model and highly stochastic nature of the disturbance forces acting upon the vehicle. To meet performance…

Systems and Control · Electrical Eng. & Systems 2024-09-17 George Rapakoulias , Panagiotis Tsiotras

With the increasing need for safe control in the domain of autonomous driving, model-based safety-critical control approaches are widely used, especially Control Barrier Function (CBF)-based approaches. Among them, Exponential CBF (eCBF) is…

Robotics · Computer Science 2022-05-10 Spencer Van Koevering , Yiwei Lyu , Wenhao Luo , John Dolan