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For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Systems and Control · Computer Science 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

We present an information theoretic approach to stochastic optimal control problems that can be used to derive general sampling based optimization schemes. This new mathematical method is used to develop a sampling based model predictive…

Robotics · Computer Science 2017-07-11 Grady Williams , Paul Drews , Brian Goldfain , James M. Rehg , Evangelos A. Theodorou

Accurate quantification of safety is essential for the design of autonomous systems. In this paper, we present a methodology to characterize the exact probabilities associated with invariance and recovery in safe control. We consider a…

Optimization and Control · Mathematics 2021-04-22 Albert Chern , Xiang Wang , Abhiram Iyer , Yorie Nakahira

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

Learning-based control algorithms require data collection with abundant supervision for training. Safe exploration algorithms ensure the safety of this data collection process even when only partial knowledge is available. We present a new…

Robotics · Computer Science 2020-10-29 Yashwanth Kumar Nakka , Anqi Liu , Guanya Shi , Anima Anandkumar , Yisong Yue , Soon-Jo Chung

This paper deals with the Stochastic Capacitated Arc Routing Problem (SCARP), obtained by randomizing quantities on the arcs in the CARP. Optimization problems for the SCARP are characterized by decisions that are made without knowing their…

Neural and Evolutionary Computing · Computer Science 2022-11-24 Fleury Gérard , Lacomme Philippe , Christian Prins

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

Inverse optimal control (IOC) is about estimating an unknown objective of interest given its optimal control sequence. However, truly optimal demonstrations are often difficult to obtain, e.g., due to human errors or inaccurate…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Rahel Rickenbach , Anna Scampicchio , Melanie N. Zeilinger

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

Ensuring safety in autonomous vehicles necessitates advanced path planning and obstacle avoidance capabilities, particularly in dynamic environments. This paper introduces a bi-level control framework that efficiently augments road…

Robotics · Computer Science 2025-10-07 Mostafa Emam , Matthias Gerdts

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

Artificial Intelligence · Computer Science 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…

Achieving safe control under uncertainty is a key problem that needs to be tackled for enabling real-world autonomous robots and cyber-physical systems. This paper introduces Probabilistic Safety Programs (PSP) that embed both the…

Robotics · Computer Science 2016-10-19 Ashish Kapoor , Debadeepta Dey , Shital Shah