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Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Thom Badings , Licio Romao , Alessandro Abate , David Parker , Hasan A. Poonawala , Marielle Stoelinga , Nils Jansen

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

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

The connections between optimal control and Bayesian inference have long been recognised, with the field of stochastic (optimal) control combining these frameworks for the solution of partially observable control problems. In particular,…

Optimization and Control · Mathematics 2022-03-10 Manuel Baltieri

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

Safe learning of control policies remains challenging, both in optimal control and reinforcement learning. In this article, we consider safe learning of parametrized predictive controllers that operate with incomplete information about the…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Sebastian Hirt , Maik Pfefferkorn , Rolf Findeisen

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…

Machine Learning · Computer Science 2023-02-16 Michael Sucker , Peter Ochs

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

Distributionally Robust Optimal Control (DROC) is a framework that enables robust control in a stochastic setting where the true disturbance distribution is unknown. Traditional DROC approaches require given ambiguity sets and KL divergence…

Robotics · Computer Science 2025-10-03 Rui Liu , Guangyao Shi , Pratap Tokekar

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

Applying Prediction-Based Control (PBC) $x_{n+1}=(1-\alpha_n)f(x_n)+\alpha_n x_{n}$ with stochastically perturbed control coefficient $\alpha_n=\alpha+\ell \xi_{n+1}$, $n\in \mathbb N$, where $\xi$ are bounded identically distributed…

Dynamical Systems · Mathematics 2023-07-04 Elena Braverman , Alexandra Rodkina

Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…

Optimization and Control · Mathematics 2026-02-10 Ziliang Wang , Axel Ringh , Han Zhang

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi