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This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Shawn Priore , Meeko Oishi

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

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Rihan Aaron D'Silva , Hiroyasu Tsukamoto

We propose an open loop control scheme for linear systems with time-varying random elements in the plant's state matrix. This paper focuses on joint chance constraints for potentially time-varying target sets. Under assumption of finite and…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Shawn Priore , Ali Bidram , Meeko Oishi

Trajectory planning in dense, interactive traffic scenarios presents significant challenges for autonomous vehicles, primarily due to the uncertainty of human driver behavior and the non-convex nature of collision avoidance constraints.…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Erik Börve , Nikolce Murgovski , Leo Laine

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation.…

Robotics · Computer Science 2023-03-09 Janine Matschek , Johanna Bethge , Rolf Findeisen

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even…

Optimization and Control · Mathematics 2021-01-06 Guillaume O. Berger , Raphaël M. Jungers , Zheming Wang

Gas-fired generators, with their ability to quickly ramp up and down their electricity production, play an important role in managing renewable energy variability. However, these changes in electricity production translate into variability…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Conor O' Malley , Gabriela Hug , Line Roald

This paper aims to improve the reliability of optimal control using models constructed by machine learning methods. Optimal control problems based on such models are generally non-convex and difficult to solve online. In this paper, we…

Optimization and Control · Mathematics 2021-07-12 Ryuta Moriyasu , Taro Ikeda , Sho Kawaguchi , Kenji Kashima

One of the major limitations of optimization-based strategies for allocating the power flow in hybrid powertrains is that they rely on predictions of future power demand. These predictions are inherently uncertain as they are dependent on…

Optimization and Control · Mathematics 2022-04-14 Sebastian East , Mark Cannon

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Heating, ventilation, and air-conditioning (HVAC) systems are ideal demand-side flexible resources to provide regulation services. However, finding the best hourly regulation capacity offers for HVAC systems in a power market ahead of time…

Optimization and Control · Mathematics 2022-01-26 Ge Chen , Hongcai Zhang , Hongxun Hui , Yonghua Song

While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Shawn Priore , Meeko Oishi

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase