Exact and Approximate Convex Reformulation of Linear Stochastic Optimal Control with Chance Constraints
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arXiv
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| Format: | Preprint |
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2026
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| _version_ | 1866914410022305792 |
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| author | Dokania, Tanmay Nakka, Yashwanth Kumar |
| author_facet | Dokania, Tanmay Nakka, Yashwanth Kumar |
| contents | In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the state vector to encode moment information explicitly, the formulation captures linear chance constraints on states and controls across multiple time steps exactly, without conservatism, yielding strict improvements in both feasibility and optimality. For quadratic chance constraints, we derive convex approximations that are provably less conservative than existing methods. We validate the framework on minimum-snap trajectory generation for a quadrotor, demonstrating that the proposed approach remains feasible at noise levels an order of magnitude beyond the operating range of prior formulations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_19454 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Exact and Approximate Convex Reformulation of Linear Stochastic Optimal Control with Chance Constraints Dokania, Tanmay Nakka, Yashwanth Kumar Systems and Control Robotics In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the state vector to encode moment information explicitly, the formulation captures linear chance constraints on states and controls across multiple time steps exactly, without conservatism, yielding strict improvements in both feasibility and optimality. For quadratic chance constraints, we derive convex approximations that are provably less conservative than existing methods. We validate the framework on minimum-snap trajectory generation for a quadrotor, demonstrating that the proposed approach remains feasible at noise levels an order of magnitude beyond the operating range of prior formulations. |
| title | Exact and Approximate Convex Reformulation of Linear Stochastic Optimal Control with Chance Constraints |
| topic | Systems and Control Robotics |
| url | https://arxiv.org/abs/2603.19454 |