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In this paper, we address the stochastic reach-avoid problem for linear systems with additive stochastic uncertainty. We seek to compute the maximum probability that the states remain in a safe set over a finite time horizon and reach a…

Optimization and Control · Mathematics 2018-11-12 Hossein Sartipizadeh , Abraham P. Vinod , Behcet Acikmese , Meeko Oishi

We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Yu Chen , Yuda Li , Shaoyuan Li , Xiang Yin

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

We study feedback motion planning for continuous-time stochastic nonlinear systems under signal temporal logic (STL) specifications. We propose a framework that synthesizes control policies for chance-constrained STL trajectory optimization…

Robotics · Computer Science 2026-05-05 Liqian Ma , Zishun Liu , Glen Chou , Yongxin Chen

We present a solution to the terminal-hitting stochastic reach-avoid problem for a Markov control process. This solution takes advantage of a nonparametric representation of the stochastic kernel as a conditional distribution embedding…

Optimization and Control · Mathematics 2020-02-25 Adam J. Thorpe , Meeko M. K. Oishi

In this paper we propose novel optimization-based methods for verifying reach-avoid (or, eventuality) properties of continuous-time systems modelled by ordinary differential equations. Given a system, an initial set, a safe set and a target…

Optimization and Control · Mathematics 2022-08-18 Bai Xue , Naijun Zhan , Martin Fränzle , Ji Wang , Wanwei Liu

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

We introduce data to predictive control, D2PC, a framework to facilitate the design of robust and predictive controllers from data. The proposed framework is designed for discrete-time stochastic linear systems with output measurements and…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

Reliability-based design optimization (RBDO) is traditionally formulated as a nested optimization and reliability problem. Although surrogate models are generally employed to improve efficiency, the approach remains computationally…

Computation · Statistics 2026-04-08 M. Moustapha , B. Sudret

We treat the problem of risk-aware control for stochastic shortest path (SSP) on Markov decision processes (MDP). Typically, expectation is considered for SSP, which however is oblivious to the incurred risk. We present an alternative view,…

Systems and Control · Electrical Eng. & Systems 2022-03-04 Tobias Meggendorfer

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

Trajectory planning in urban automated driving is challenging because of the high uncertainty resulting from the unknown future motion of other traffic participants. Robust approaches guarantee safety, but tend to result in overly…

Systems and Control · Electrical Eng. & Systems 2021-11-30 Tommaso Benciolini , Tim Brüdigam , Marion Leibold

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Wei Liao , Taotao Liang , Xiaohui Wei , Qiaozhi Yin

In this paper, we propose an approximate dynamic programming (ADP) algorithm to solve a Markov decision process (MDP) formulation for the admission control of elective patients. To manage the elective patients from multiple specialties…

Optimization and Control · Mathematics 2021-03-10 Jian Zhang , Mahjoub Dridi , Abdellah El Moudni
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