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We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…

Machine Learning · Computer Science 2026-05-22 Pablo Moreno-Muñoz , Adrian Müller , Gergely Neu

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…

Probability · Mathematics 2014-07-03 Vincent Leijdekker , Michel Mandjes , Peter Spreij

This paper presents an adaptive online distributed optimal control approach that is applicable to optimal planning for very-large-scale robotics systems in highly uncertain environments. This approach is developed based on the optimal mass…

Multiagent Systems · Computer Science 2020-03-17 Pingping Zhu , Chang Liu , Silvia Ferrari

The control of traffic signals is crucial for improving transportation efficiency. Recently, learning-based methods, especially Deep Reinforcement Learning (DRL), garnered substantial success in the quest for more efficient traffic signal…

Artificial Intelligence · Computer Science 2025-06-18 Xiao-Cheng Liao , Yi Mei , Mengjie Zhang

In this paper, we design a stochastic Model Predictive Control (MPC) traffic signal control method for an urban traffic network when the uncertainties in the estimation of the exogenous (in/out)-flows and the turning ratios of downstream…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Viet Hoang Pham , Hyo-Sung Ahn

Automated Vehicle (AV) validation based on simulated testing requires unbiased evaluation and high efficiency. One effective solution is to increase the exposure to risky rare events while reweighting the probability measure. However,…

Machine Learning · Computer Science 2024-09-25 Yichun Ye , He Zhang , Ye Tian , Jian Sun , Karl Meinke

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

Robotics · Computer Science 2023-02-22 Khaled A. Mustafa , Oscar de Groot , Xinwei Wang , Jens Kober , Javier Alonso-Mora

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Renátó Besenczi , Norbert Bátfai , Péter Jeszenszky , Roland Major , Fanny Monori , Márton Ispány

Essential tasks in autonomous driving includes environment perception, detection and tracking, path planning and action control. This paper focus on path planning, which is one of the challenging task as it needs to find optimal path in…

Robotics · Computer Science 2024-02-20 Sugirtha T , Pranav S , Nitin Benjamin Dasiah , Sridevi M

This paper proposes an optimization-based approach to predict trajectories of autonomous race cars. We assume that the observed trajectory is the result of an optimization problem that trades off path progress against acceleration and jerk…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Rudolf Reiter , Florian Messerer , Markus Schratter , Daniel Watzenig , Moritz Diehl

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

Ensuring safe navigation in human-populated environments is crucial for autonomous mobile robots. Although recent advances in machine learning offer promising methods to predict human trajectories in crowded areas, it remains unclear how…

Robotics · Computer Science 2024-03-11 Kanghyun Ryu , Negar Mehr

In this paper, we consider a chance-constrained formulation of the optimal power flow problem to handle uncertainties resulting from renewable generation and load variability. We propose a tuning method that iterates between solving an…

Optimization and Control · Mathematics 2020-05-28 Ashley M. Hou , Line A. Roald

The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability distribution of uncertain parameters. However, the approach…

Optimization and Control · Mathematics 2024-12-10 Jaeseok Choi , Anand Deo , Constantino Lagoa , Anirudh Subramanyam

We study the use of the System Optimum (SO) Dynamic Traffic Assignment (DTA) problem to design optimal traffic flow controls for freeway networks as modeled by the Cell Transmission Model, using variable speed limit, ramp metering, and…

Optimization and Control · Mathematics 2016-03-18 Giacomo Como , Enrico Lovisari , Ketan Savla

In this paper, we study the problem of traffic management in highways facing stochastic perturbations. To model the macroscopic traffic flow under perturbations, we use cell-transmission model with Markovian capacities. The decision…

Systems and Control · Computer Science 2019-07-04 Li Jin , Alexander A. Kurzhanskiy , Saurabh Amin

This paper presents a learning from demonstration approach to programming safe, autonomous behaviors for uncommon driving scenarios. Simulation is used to re-create a targeted driving situation, one containing a road-side hazard creating a…

Robotics · Computer Science 2018-06-04 Priyam Parashar , Akansel Cosgun , Alireza Nakhaei , Kikuo Fujimura

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss