arxivmath.OCeess.SY2026-06-29
Joint Chance Constrained Safe-Optimal Control
Niklas Schmid, Jared Miller, Tristan Zeller, Marta Fochesato, Tobias Sutter, John Lygeros
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 constrained optimal control problems. The common practice is to jointly minimise the expected cost of a…