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Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple…

Information Theory · Computer Science 2010-03-23 Jason K. Johnson , Danny Bickson , Danny Dolev

Planning under motion and observation uncertainties requires solution of a stochastic control problem in the space of feedback policies. In this paper, we reduce the general (n^2+n)-dimensional belief space planning problem to an…

Robotics · Computer Science 2016-08-12 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

This paper is concerned with the Proportional Integral (PI) regulation control of the left Neu-mann trace of a one-dimensional semilinear wave equation. The control input is selected as the right Neumann trace. The control design goes as…

Optimization and Control · Mathematics 2020-06-19 Hugo Lhachemi , Christophe Prieur , Emmanuel Trélat

We consider the problem of planning under observation and motion uncertainty for nonlinear robotics systems. Determining the optimal solution to this problem, generally formulated as a Partially Observed Markov Decision Process (POMDP), is…

Robotics · Computer Science 2017-07-11 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

We study the ill-posed problem of recovering a probability measure flow from finitely many moving localized sensors using a Bayes Hilbert framework. Relative to a fixed reference probability measure, a probability law is represented by its…

Machine Learning · Statistics 2026-05-29 S. David Mis , Maarten V. de Hoop

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

We study policy iteration (PI) for deterministic infinite-horizon discounted optimal control problems, whose value function is characterized by a stationary Hamilton--Jacobi--Bellman (HJB) equation. At the PDE level, PI is fundamentally…

Optimization and Control · Mathematics 2026-04-14 Namkyeong Cho , Yeoneung Kim

We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

Systems and Control · Computer Science 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

The success of the model predictive path integral control (MPPI) approach depends on the appropriate selection of the input distribution used for sampling. However, it can be challenging to select inputs that satisfy output constraints in…

Systems and Control · Electrical Eng. & Systems 2024-08-16 Leon , Yan , Santosh Devasia

We consider fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite set-valued (or switching) control and possibly a continuum-valued control. We construct a lower complexity…

Optimization and Control · Mathematics 2016-05-11 Marianne Akian , Eric Fodjo

We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…

Probability · Mathematics 2014-07-03 Xiaolu Tan

Standard chance constrained control algorithms typically rely on the assumption that uncertainties in vehicle states obey Gaussian statistics. Highly nonlinear systems tend to disrupt Gaussianity, challenging standard chance-constrained…

Optimization and Control · Mathematics 2026-04-07 Ethan Burnett , Spencer Boone

In this paper, we consider a distributed model predictive control (MPC) algorithm for coordinated path-following. Relying on the time-critical cooperative path-following framework, which decouples space and time and reduces the coordination…

Dynamical Systems · Mathematics 2026-03-27 Lusine Poghosyan , Anna Manucharyan , Mikayel Aramyan , Naira Hovakimyan , Tigran Bakaryan

We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

Optimization and Control · Mathematics 2025-08-01 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

We present a computation of the coherent state path integral for a generic linear system using ``functional methods'' (as opposed to discrete time approaches). The Gaussian phase space path integral is formally given by a determinant built…

Quantum Physics · Physics 2009-11-11 C. G. Torre

Hamilton-Jacobi reachability methods for safety-critical control have been well studied, but the safety guarantees derived rely on the accuracy of the numerical computation. Thus, it is crucial to understand and account for any inaccuracies…

Systems and Control · Electrical Eng. & Systems 2022-12-15 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

Many safety-critical control systems must operate under latent uncertainty that sensors cannot directly resolve at decision time. Such uncertainty, arising from unknown physical properties, exogenous disturbances, or unobserved environment…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Clinton Enwerem , John S. Baras , Calin Belta

This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorithm, that have been proposed in the literature for numerical…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

Analysis of PDEs · Mathematics 2023-08-30 Samuel Daudin , Benjamin Seeger