4 papers
Joint Chance Constrained Safe-Optimal Control
Niklas Schmid, Jared Miller, Tristan Zeller +3
We consider the finite-time optimal control of stochastic systems subject to a probabilistic constraint on the trajectories' safety. Such formulations are known as joint chance con…
Distributionally Robust Optimization over Wasserstein Balls with i.i.d. Structure
Andrey Kharitenko, Marta Fochesato, Anastasios Tsiamis +2
We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to…
Parallel Model Predictive Control for Deterministic Systems
Yuchao Li, Aren Karapetyan, Niklas Schmid +3
In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel…
Computing Optimal Joint Chance Constrained Control Policies
Niklas Schmid, Marta Fochesato, Sarah H. Q. Li +2
We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic P…