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We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

Civil and maritime engineering systems, among others, from bridges to offshore platforms and wind turbines, must be efficiently managed as they are exposed to deterioration mechanisms throughout their operational life, such as fatigue or…

Artificial Intelligence · Computer Science 2021-11-30 P. G. Morato , K. G. Papakonstantinou , C. P. Andriotis , J. S. Nielsen , P. Rigo

We study the elementary problem of moving an active particle by a trap with minimum work input. We show analytically that (open-loop) optimal protocols are not affected by activity, but work fluctuations are always increased. For…

Statistical Mechanics · Physics 2025-07-10 Rosalba Garcia-Millan , Janik Schüttler , Michael E. Cates , Sarah A. M. Loos

We consider the online planning problem for a team of agents to discover and track an unknown and time-varying number of moving objects from onboard sensor measurements with uncertain measurement-object origins. Since the onboard sensors…

Multiagent Systems · Computer Science 2024-07-09 Hoa Van Nguyen , Ba-Ngu Vo , Ba-Tuong Vo , Hamid Rezatofighi , Damith C. Ranasinghe

Model predictive control (MPC) has shown great success for controlling complex systems such as legged robots. However, when closing the loop, the performance and feasibility of the finite horizon optimal control problem (OCP) solved at each…

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

In this paper, we propose a novel censoring policy for energy-efficient transmissions in energy-harvesting sensors. The problem is formulated as an infinite-horizon Markov Decision Process (MDP). The objective to be optimized is the…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Jesus Fernandez-Bes , Jesus Cid-Sueiro , Antonio G. Marques

In this paper we define an infinite-dimensional controlled piecewise deterministic Markov process (PDMP) and we study an optimal control problem with finite time horizon and unbounded cost. This process is a coupling between a continuous…

Probability · Mathematics 2016-07-20 Vincent Renault , Michèle Thieullen , Emmanuel Trélat

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of…

Optimization and Control · Mathematics 2021-05-18 Yagiz Savas , Michael Hibbard , Bo Wu , Takashi Tanaka , Ufuk Topcu

This paper presents a novel approach for collision avoidance in optimal and model predictive control, in which the environment is represented by a large number of points and the robot as a union of padded polygons. The conditions that none…

Robotics · Computer Science 2026-03-24 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Rashmi Dabir , Moritz Diehl

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

We consider real-time remote tracking of a Markov source observed by multiple heterogeneous sensors with state-dependent sensing accuracy, motivated by distributed camera networks with overlapping coverage and spatial blind spots. Upon…

Signal Processing · Electrical Eng. & Systems 2026-03-11 Jiapei Tian , Abolfazl Zakeri , Marian Codreanu , David Gundlegård

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

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…

Optimization and Control · Mathematics 2024-09-17 Kazuya Echigo , Abhishek Cauligi , Behçet Açıkmeşe

This paper presents a data-driven Model Predictive Control (MPC) for energy-efficient urban road driving for connected, automated vehicles. The proposed MPC aims to minimize total energy consumption by controlling the vehicle's longitudinal…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Eunhyek Joa , Eric Yongkeun Choi , Francesco Borrelli

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua