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This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

This paper proposes the algorithm NOWPAC (Nonlinear Optimization With Path-Augmented Constraints) for nonlinear constrained derivative-free optimization. The algorithm uses a trust region framework based on fully linear models for the…

Optimization and Control · Mathematics 2015-11-18 F. Augustin , Y. M. Marzouk

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

Accurate trajectory tracking control for quadrotors is essential for safe navigation in cluttered environments. However, this is challenging in agile flights due to nonlinear dynamics, complex aerodynamic effects, and actuation constraints.…

Robotics · Computer Science 2024-01-05 Sihao Sun , Angel Romero , Philipp Foehn , Elia Kaufmann , Davide Scaramuzza

This paper proposes embedded Gaussian Process Barrier States (GP-BaS), a methodology to safely control unmodeled dynamics of nonlinear system using Bayesian learning. Gaussian Processes (GPs) are used to model the dynamics of the…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Hassan Almubarak , Manan Gandhi , Yuichiro Aoyama , Nader Sadegh , Evangelos A. Theodorou

Despite great successes, model predictive control (MPC) relies on an accurate dynamical model and requires high onboard computational power, impeding its wider adoption in engineering systems, especially for nonlinear real-time systems with…

Systems and Control · Electrical Eng. & Systems 2023-07-03 Amin Vahidi-Moghaddam , Kaian Chen , Kaixiang Zhang , Zhaojian Li , Yan Wang , Kai Wu

Quantum optimal control theory is becoming increasingly crucial as quantum devices become more precise, but the need to quickly optimize these systems classically remains a significant bottleneck in their operation. Here we present a new…

Quantum Physics · Physics 2022-05-11 Mogens Dalgaard , Felix Motzoi

This paper advances the computational efficiency of Deep Hedging frameworks through the novel integration of Kronecker-Factored Approximate Curvature (K-FAC) optimization. While recent literature has established Deep Hedging as a…

Statistical Finance · Quantitative Finance 2024-11-25 Tsogt-Ochir Enkhbayar

Mixed vehicle platoons, comprising connected and automated vehicles (CAVs) and human-driven vehicles (HDVs), hold significant potential for enhancing traffic performance. However, most existing control strategies assume linear system…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Shuai Li , Jiawei Wang , Kaidi Yang , Qing Xu , Jianqiang Wang , Keqiang Li

The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…

Robotics · Computer Science 2017-02-28 Mustafa Mukadam , Ching-An Cheng , Xinyan Yan , Byron Boots

Density matrices evolved according the von Neumann equation are commonly used to simulate the dynamics of driven quantum systems. However, computational methods using density matrices are often too slow to explore the large parameter spaces…

Computational Physics · Physics 2022-02-02 Spenser Talkington , HongWen Jiang

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

Deep declarative networks and other recent related works have shown how to differentiate the solution map of a (continuous) parametrized optimization problem, opening up the possibility of embedding mathematical optimization problems into…

Machine Learning · Computer Science 2022-02-28 Stephen Gould , Dylan Campbell , Itzik Ben-Shabat , Chamin Hewa Koneputugodage , Zhiwei Xu

Neglecting complex aerodynamic effects hinders high-speed yet high-precision multirotor autonomy. In this paper, we present a computationally efficient learning-based model predictive controller that simultaneously optimizes a trajectory…

Robotics · Computer Science 2024-02-19 Babak Akbari , Melissa Greeff

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Optimization and Control · Mathematics 2015-06-03 Manan Gandhi

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

Trajectory optimization methods have achieved an exceptional level of performance on real-world robots in recent years. These methods heavily rely on accurate analytical models of the dynamics, yet some aspects of the physical world can…

This work presents a method of efficiently computing inner and outer approximations of forward reachable sets for nonlinear control systems with changed dynamics and diminished control authority, given an a priori computed reachable set for…

Optimization and Control · Mathematics 2022-03-22 Hamza El-Kebir , Ani Pirosmanishvili , Melkior Ornik

We present an approach for approximately solving discrete-time stochastic optimal-control problems by combining direct trajectory optimization, deterministic sampling, and policy optimization. Our feedback motion-planning algorithm uses a…

Robotics · Computer Science 2023-01-12 Taylor A. Howell , Chunjiang Fu , Zachary Manchester

This paper aims to improve the path quality and computational efficiency of kinodynamic planners used for vehicular systems. It proposes a learning framework for identifying promising controls during the expansion process of sampling-based…

Robotics · Computer Science 2022-01-10 Seth Karten , Aravind Sivaramakrishnan , Edgar Granados , Troy McMahon , Kostas E. Bekris
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