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In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of safety risk using the conditional value-at-risk and a set…

最优化与控制 · 数学 2018-02-23 Samantha Samuelson , Insoon Yang

We consider the problem of risk-sensitive control of a stochastic network. In controlling such a network, an escape time criterion can be useful if one wishes to regulate the occurrence of large buffers and buffer overflow. In this paper a…

概率论 · 数学 2007-05-23 Rami Atar , Paul Dupuis , Adam Shwartz

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…

系统与控制 · 计算机科学 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

最优化与控制 · 数学 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

Decentralized stochastic control problems with local information involve problems where multiple agents and subsystems which are coupled via dynamics and/or cost are present. Typically, however, the dynamics of such couplings is complex and…

最优化与控制 · 数学 2024-06-03 Zachary Selk , Serdar Yüksel

This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the…

最优化与控制 · 数学 2025-10-28 Elise Devey

We address control synthesis of stochastic discrete-time linear multi-agent systems under jointly chance-constrained collaborative signal temporal logic specifications in a distribution-free manner using available disturbance samples, which…

系统与控制 · 电气工程与系统科学 2025-08-27 Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas

Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…

系统与控制 · 电气工程与系统科学 2022-04-12 Sleiman Safaoui , Lars Lindemann , Iman Shames , Tyler H. Summers

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

多智能体系统 · 计算机科学 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

概率论 · 数学 2023-01-10 Joe Jackson , Daniel Lacker

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

最优化与控制 · 数学 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…

系统与控制 · 电气工程与系统科学 2023-04-07 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

We consider a two-sided singular stochastic control problem with a risk-sensitive ergodic criterion. In particular, we consider a stochastic system whose uncontrolled dynamics are modelled by a linear diffusion. The control that can be…

最优化与控制 · 数学 2025-09-15 Justin Gwee , Mihail Zervos

We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…

最优化与控制 · 数学 2015-01-30 Dmitry B. Rokhlin , Georgii Mironenko

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

系统与控制 · 电气工程与系统科学 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

In this paper, we consider the cooperative output regulation problem for heterogeneous linear multi-agent systems in the presence of communication constraints. Under standard assumptions on the agents dynamics, we propose a distributed…

系统与控制 · 计算机科学 2016-10-06 Abdelkader Abdessameud , Abdelhamid Tayebi

This paper tackles the problem of generating safe exit controllers for continuous-time systems described by stochastic differential equations (SDEs). The primary aim is to develop controllers that maximize the lower bounds of the exit…

系统与控制 · 电气工程与系统科学 2023-10-10 Bai Xue

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

系统与控制 · 电气工程与系统科学 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

最优化与控制 · 数学 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata
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