Convex Chance-Constrained Stochastic Control under Uncertain Specifications with Application to Learning-Based Hybrid Powertrain Control
Abstract
This paper proposes a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. Control inputs and risk allocation are jointly optimized under general, possibly non-Gaussian, uncertainties through sufficient deterministic conditions for probabilistic constraint satisfaction. A decreasing risk regularizer ensures existence and full use of the allowable risk. Under the stated regularity assumptions, the joint solution is unique and locally Lipschitz-continuous, supporting stable numerical optimization. The formulation is extended to learning-based exactly linearizable (EL) models through monotone state and input transformations. A hybrid powertrain example compares deterministic control, equal risk allocation, and optimized risk allocation with and without regularization in terms of charge sustaining, constraint violations, closed-loop cost, and solver time.
Fields of Study & Subjects
Advanced Control Systems Optimization
Risk and Portfolio Optimization
Stability and Control of Uncertain Systems
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 26 January 2026
- Document type
- Preprint