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We consider a stochastic control problem for a class of nonlinear kernels. More precisely, our problem of interest consists in the optimisation, over a set of possibly non-dominated probability measures, of solutions of backward stochastic…

Probability · Mathematics 2017-07-28 Dylan Possamaï , Xiaolu Tan , Chao Zhou

We present a novel robust control framework for continuous-time, perturbed nonlinear dynamical systems with uncertainty that depends nonlinearly on both the state and control inputs. Unlike conventional approaches that impose structural…

Optimization and Control · Mathematics 2025-07-21 Sihang Wei , Melkior Ornik , Hiroyasu Tsukamoto

A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…

Numerical Analysis · Mathematics 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

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

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

This paper introduces a novel nonlinear model predictive control (NMPC) framework that incorporates a lifting technique to enhance control performance for nonlinear systems. While the lifting technique has been widely employed in linear…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Nuthasith Gerdpratoom , Fumiya Matsuzaki , Yutaka Yamamoto , Kaoru Yamamoto

We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Vivek Khatana , Duo Wang , Sambhu H. Karumanchi , Naira Hovakimyan , Petros Voulgaris

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

Robotics · Computer Science 2024-07-22 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Moritz Diehl

Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Michael Fink , Tim Brüdigam , Dirk Wollherr , Marion Leibold

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

Human-leading truck platooning systems have been proposed to leverage the benefits of both human supervision and vehicle autonomy. Equipped with human guidance and autonomous technology, human-leading truck platooning systems are more…

Systems and Control · Electrical Eng. & Systems 2022-01-31 Mehmet Fatih Ozkan , Yao Ma

In this paper, a stochastic control problem under model uncertainty with general penalty term is studied. Two types of penalties are considered. The first one is of type f-divergence penalty treated in the general framework of a continuous…

Probability · Mathematics 2016-10-11 Wahid Faidi , Anis Matoussi , Mohamed Mnif

High renewable energy penetration into power distribution systems causes a substantial risk of exceeding voltage security limits, which needs to be accurately assessed and properly managed. However, the existing methods usually rely on the…

Systems and Control · Electrical Eng. & Systems 2024-11-08 Yuanhai Gao , Xiaoyuan Xu , Zheng Yan , Mohammad Shahidehpour , Bo Yang , Xinping Guan

We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic systems. More precisely, we consider the motion planning problem in which the robot has stochastic nonlinear dynamics and uncertain initial…

Robotics · Computer Science 2022-03-08 Weiqiao Han , Ashkan Jasour , Brian Williams

Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…

Dynamical Systems · Mathematics 2023-07-31 Jeffrey Covington , Di Qi , Nan Chen

One of the fundamental assumptions in stochastic control of continuous time processes is that the dynamics of the underlying (diffusion) process is known. This is, however, usually obviously not fulfilled in practice. On the other hand,…

Optimization and Control · Mathematics 2022-01-10 Sören Christensen , Claudia Strauch

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

Machine learning (ML) and a nonlinear model predictive controller (NMPC) are used in this paper to minimize the emissions and fuel consumption of a compression ignition engine. In this work machine learning is applied in two methods. In the…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Armin Norouzi , Saeid Shahpouri , David Gordon , Alexander Winkler , Eugen Nuss , Dirk Abel , Jakob Andert , Mahdi Shahbakhti , Charles Robert Koch

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

Unknown nonlinear dynamics can limit the performance of model-based feedforward control. The aim of this paper is to develop a feedforward control framework for systems with unknown, typically nonlinear, dynamics. To address the unknown…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Johan Kon , Dennis Bruijnen , Jeroen van de Wijdeven , Marcel Heertjes , Tom Oomen