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We study how to unwind stochastic order flow with minimal transaction costs. Stochastic order flow arises, e.g., in the central risk book (CRB), a centralized trading desk that aggregates order flows within a financial institution. The desk…

Trading and Market Microstructure · Quantitative Finance 2025-11-14 Marcel Nutz , Kevin Webster , Long Zhao

Robust control barrier functions (CBFs) provide a principled mechanism for smooth safety enforcement under worst-case disturbances. However, existing approaches typically rely on explicit, closed-form structure in the dynamics (e.g.,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Donggeon David Oh , Duy P. Nguyen , Haimin Hu , Jaime Fernández Fisac

Control barrier functions (CBFs) are a popular tool for safety certification of nonlinear dynamical control systems. Recently, CBFs represented as neural networks have shown great promise due to their expressiveness and applicability to a…

Machine Learning · Computer Science 2026-04-15 Nikolaus Vertovec , Frederik Baymler Mathiesen , Thom Badings , Luca Laurenti , Alessandro Abate

Industrial control applications require high performance under strict constraints. Control barrier functions (CBFs) provide principled safety mechanisms, but constructing CBF-based safety filters for large-scale systems is challenging. We…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Kim P. Wabersich , Felix Berkel , Felix Gruber , Sven Reimann

This tutorial provides a critical review of the practical application of Control Barrier Functions (CBFs) in robotic safety. While the theoretical foundations of CBFs are well-established, I identify a recurring gap between the mathematical…

Robotics · Computer Science 2026-03-10 Taekyung Kim

A key challenge in multiphase flow through porous media is to understand and predict the conditions under which trapped fluid clusters become mobilized. Here, we investigate the stability of such clusters in two-phase flow and present a…

Fluid Dynamics · Physics 2025-10-21 Mathias Klahn , Gaute Linga , Tanguy Le Borgne , Joachim Mathiesen

The synchronization process inherent to the Bitcoin network gives rise to an infinite-server model with the unusual feature that customers interact. Among the closed-form characteristics that we derive for this model is the busy period…

Probability · Mathematics 2017-03-27 Maria Frolkova , Michel Mandjes

Learning-based methods have gained popularity for training candidate Control Barrier Functions (CBFs) to satisfy the CBF conditions on a finite set of sampled states. However, since the CBF is unknown a priori, it is unclear which sampled…

Optimization and Control · Mathematics 2025-06-17 Erfan Shakhesi , Alexander Katriniok , W. P. M. H. Heemels

Control Barrier Functions (CBF) have provided a very versatile framework for the synthesis of safe control architectures for a wide class of nonlinear dynamical systems. Typically, CBF-based synthesis approaches apply to systems that…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Shuo Yang , Mitchell Black , Georgios Fainekos , Bardh Hoxha , Hideki Okamoto , Rahul Mangharam

This paper presents an approach to design control barrier functions (CBFs) for arbitrary state and input constraints using tools from the reference governor literature. In particular, it is shown that dynamic safety margins (DSMs) are CBFs…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Victor Freire , Marco M. Nicotra

We present a closed-form optimal feedback control method that ensures safety in an a prior unknown and potentially dynamic environment. This article considers the scenario where local perception data (e.g., LiDAR) is obtained periodically,…

Robotics · Computer Science 2025-04-23 Amirsaeid Safari , Jesse B. Hoagg

Over the decades, kinematic controllers have proven to be practically useful for applications like set-point and trajectory tracking in robotic systems. To this end, we formulate a novel safety-critical paradigm for kinematic control in…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Andrew Singletary , Shishir Kolathaya , Aaron D. Ames

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

Probability · Mathematics 2020-10-15 Daniel Remenik

Control barrier functions guarantee safety but typically require accurate system models. Parametric uncertainty invalidates these guarantees. Existing robust methods maintain safety via worst-case bounds, limiting performance, while modular…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Mohammadreza Kamaldar

Motivated by the key role of control barrier functions (CBFs) in assessing safety and enabling the synthesis of safe controllers in nonlinear control systems, this paper presents a suite of converse results on CBFs. Given any safe set, we…

Optimization and Control · Mathematics 2025-02-13 Pol Mestres , Jorge Cortés

Safety is a fundamental requirement for autonomous systems operating in critical domains. Control barrier functions (CBFs) have been used to design safety filters that minimally alter nominal controls for such systems to maintain their…

Artificial Intelligence · Computer Science 2025-10-27 Yuxuan Yang , Hussein Sibai

The community detection problem requires to cluster the nodes of a network into a small number of well-connected "communities". There has been substantial recent progress in characterizing the fundamental statistical limits of community…

We propose integrating an approximation of a predictive control barrier function (PCBF) in a safety filter framework, resulting in a prediction horizon independent formulation. The PCBF is defined through the value function of an optimal…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Alexandre Didier , Melanie N. Zeilinger

This work addresses the challenge of safe and efficient mobile robot navigation in complex dynamic environments with concave moving obstacles. Reactive safe controllers like Control Barrier Functions (CBFs) design obstacle avoidance…

Robotics · Computer Science 2026-02-12 Yifan Xue , Ze Zhang , Knut Åkesson , Nadia Figueroa

This paper presents a framework for enabling safe velocity control of general robotic systems using data-driven model-free Control Barrier Functions (CBFs). Model-free CBFs rely on an exponentially stable velocity controller and a design…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Zhe Shen , Yitaek Kim , Christoffer Sloth