Original title: Generalized Semi-Infinite Programming for Robust Optimal Control with Decision-Dependent Uncertainty
J. Wehbeh, E. C. Kerrigan, E. Scaccia · September 2026
Engineers often need to control systems like satellites safely, even when conditions are uncertain. A major challenge happens when the uncertainty itself changes depending on the system's state or the decisions made. Math problems of this type are called generalized semi-infinite programs. Existing ways to solve them either make narrow assumptions or become too slow. To fix this, researchers developed a new framework. It smooths tricky, divided conditions into simpler, differentiable existence constraints over a fixed set. This lets standard, off-the-shelf software solve the problem using adaptive discretizationA method that breaks down complex problems into simpler parts over time to find solutions, often used in iterative optimization., or cutting-plane methods. By treating the system's path as part of the uncertainty, it handles state-dependent situations. The team tested it successfully on a benchmark problem and a satellite de-tumbling task with changing inertia.
Imagine planning a picnic where the likelihood of rain depends on whether you bring an umbrella. If you carry it, it might stay sunny, but if you don't, rain could start. Here, the researchers tackle problems where the constraints for making decisions change based on previous choices, similar to how bringing an umbrella affects the weather outcome. They develop a way to simplify this by treating the changing conditions as fixed points to evaluate, allowing standard planning methods to work.
Engineers designing control systems for things like satellites face uncertainty that shifts based on the system's state. Current tools often fail here, but this work offers a broader approach that could make such systems more reliable and easier to optimize.
The abstract does not explicitly state limitations, but the method requires standard assumptions for convergence and is demonstrated only on a nonconvex benchmark and a satellite problem, so broader applicability is not fully proven.
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Generalized Semi-Infinite Programming for Robust Optimal Control with Decision-Dependent Uncertainty — J. Wehbeh, E. C. Kerrigan, E. Scaccia
Abstract licence: CC0
Explanation generated by Synthesis from the abstract — it is not the original paper. This is a preprint, so it hasn't necessarily been peer reviewed.