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We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

Target search by active agents in rugged energy landscapes has remained a challenge because standard enhanced sampling methods do not apply to irreversible dynamics. We overcome this non-equilibrium rare-event problem by developing an…

Soft Condensed Matter · Physics 2021-01-20 Luigi Zanovello , Michele Caraglio , Thomas Franosch , Pietro Faccioli

Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…

Populations and Evolution · Quantitative Biology 2025-10-21 Shuhei A. Horiguchi , Tetsuya J. Kobayashi

We study driver's optimal trajectory planning under uncertainty in the duration of a traffic light's green phase. We interpret this as an optimal control problem with an objective of minimizing the expected cost based on the fuel use,…

Optimization and Control · Mathematics 2022-01-13 Mallory E. Gaspard , Alexander Vladimirsky

We study transport in topologically disordered networks that are subjected to an environment that induces classical diffusion. The dynamics is phenomenologically described within the framework of the recently introduced quantum stochastic…

Quantum Physics · Physics 2012-05-22 Petrus Schijven , Johannes Kohlberger , Alexander Blumen , Oliver Muelken

In this paper, closed-loop entry guidance in a randomly perturbed atmosphere, using bank angle control, is posed as a stochastic optimal control problem. The entry trajectory, as well as the closed-loop controls, are both modeled as random…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Jack Ridderhof , Panagiotis Tsiotras , Breanna J. Johnson

We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…

Statistical Mechanics · Physics 2021-12-23 Debasish Chaudhuri , Abhishek Dhar

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…

Systems and Control · Computer Science 2021-01-12 Vasileios Lefkopoulos , Maryam Kamgarpour

Designing spacecraft trajectories remains challenging in the presence of stochastic effects such as maneuver execution errors and observation uncertainties. Although covariance control and belief-space planning provide useful tools for…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Masahiro Fujiwara , Naoya Ozaki

We investigate the impact of Knightian uncertainty on the optimal timing policy of an ambiguity averse decision maker in the case where the underlying factor dynamics follow a multidimensional Brownian motion and the exercise payoff depends…

Probability · Mathematics 2019-07-10 Luis H. R. Alvarez E. , Sören Christensen

As most natural resources, fisheries are affected by random disturbances. The evolution of such resources may be modelled by a succession of deterministic process and random perturbations on biomass and/or growth rate at random times. We…

Optimization and Control · Mathematics 2019-09-15 Patrice Loisel

Parameter control and dynamic algorithm configuration study how to dynamically choose suitable configurations of a parametrized algorithm during the optimization process. Despite being an intensively researched topic in evolutionary…

Neural and Evolutionary Computing · Computer Science 2025-07-14 Gianluca Covini , Denis Antipov , Carola Doerr

Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…

Machine Learning · Computer Science 2018-02-21 Louis Faury , Flavian Vasile

We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…

Statistical Mechanics · Physics 2024-01-18 Mathis Gueneau , Satya N. Majumdar , Gregory Schehr

Aircraft failures alter dynamics, diminishing manoeuvrability. Such manoeuvring flight envelope variations, governed by the aircraft's complex nonlinear dynamics, are unpredictable by pilots and existing flight management systems. To…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Ramin Norouzi , Amirreza Kosari , Mark H. Lowenberg

We investigated different dense multirotor UAV traffic simulation scenarios in open 2D and 3D space, under realistic environments with the presence of sensor noise, communication delay, limited communication range, limited sensor update…

Adaptation and Self-Organizing Systems · Physics 2016-11-28 Csaba Virágh , Máté Nagy , Carlos Gershenson , Gábor Vásárhelyi

Collision-free navigation in cluttered environments with static and dynamic obstacles is essential for many multi-robot tasks. Dynamic obstacles may also be interactive, i.e., their behavior varies based on the behavior of other entities.…

Robotics · Computer Science 2024-05-21 Baskın Şenbaşlar , Gaurav S. Sukhatme

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Optimization and Control · Mathematics 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard