Ali Pakniyat
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Research Subjects
Ali Pakniyat has a total of 20 co-authors. Here are the top co-authors by number of shared publications:
Peter E. Caines
9 shared publications- Panagiotis Tsiotras
Georgia Institute of Technology
4 shared publications Benoit Boulet
3 shared publicationsMir Saman Rahimi Mousavi
3 shared publications- Peter E. Caines
McGilll University
3 shared publications - Aria Alasty
Department of Mechanical Engineering, Sharif University of Technology, Tehran, Iran
2 shared publications
Latest Publications
- 18 June 2026
- Published by ASME International in Journal of Dynamic Systems, Measurement, and Control
- Vol. 148 (5) , 1-19
Distributed Leader-Follower Consensus for Uncertain Multi-Agent Systems with Time-Triggered Switching of the Communication Network
A distributed adaptive control strategy is developed for heterogeneous multi-agent systems in nonlinear Brunovsky form with p-dimensional n-order dynamics, operating under time-triggered switching communication topologies.The approach integrates bounded proximity-dependent repulsive potential functions for agent-agent, agent-leader, and agent-obstacle proximity management with neural-network estimators for compensating system uncertainties and disturbances. The resulting distributed control and adaptive laws, together with dwell-time requirements for topology transitions, achieve leader-following consensus. This integrated design provides synchronized formation and robust disturbance rejection in evolving network configurations, and its effectiveness is demonstrated through multiple numerical simulations.
- 18 June 2026
- Published by ASME International in Journal of Dynamic Systems, Measurement, and Control
- Vol. 148 (5) , 1-19
Distributed Leader-Follower Consensus for Uncertain Multi-Agent Systems with Time-Triggered Switching of the Communication Network
A distributed adaptive control strategy is developed for heterogeneous multi-agent systems in nonlinear Brunovsky form with p-dimensional n-order dynamics, operating under time-triggered switching communication topologies.The approach integrates bounded proximity-dependent repulsive potential functions for agent-agent, agent-leader, and agent-obstacle proximity management with neural-network estimators for compensating system uncertainties and disturbances. The resulting distributed control and adaptive laws, together with dwell-time requirements for topology transitions, achieve leader-following consensus. This integrated design provides synchronized formation and robust disturbance rejection in evolving network configurations, and its effectiveness is demonstrated through multiple numerical simulations.
- Open Access
Distributed Leader-Follower Consensus for Uncertain Multiagent Systems with Time-Triggered Switching of the Communication Network
A distributed adaptive control strategy is developed for heterogeneous multiagent systems in nonlinear Brunovsky form with \({\pd}\)-dimensional $n^{\text{th}}$-order dynamics, operating under time-triggered switching communication topologies. The approach uses repulsive potential functions to ensure agent-agent and obstacle safety, while neural network estimators compensate for system uncertainties and disturbances. A high-order control barrier function framework is then employed to certify the positive invariance of the safe sets and the boundedness of the proposed control inputs. The resulting distributed control and adaptive laws, together with dwell-time requirements for topology transitions, achieve leader-following consensus. This integrated design provides synchronized formation and robust disturbance rejection in evolving network configurations, and its effectiveness is demonstrated through numerical simulations.Open AccessDistributed Leader-Follower Consensus for Uncertain Multiagent Systems with Time-Triggered Switching of the Communication Network
A distributed adaptive control strategy is developed for heterogeneous multiagent systems in nonlinear Brunovsky form with \({\pd}\)-dimensional $n^{\text{th}}$-order dynamics, operating under time-triggered switching communication topologies. The approach uses repulsive potential functions to ensure agent-agent and obstacle safety, while neural network estimators compensate for system uncertainties and disturbances. A high-order control barrier function framework is then employed to certify the positive invariance of the safe sets and the boundedness of the proposed control inputs. The resulting distributed control and adaptive laws, together with dwell-time requirements for topology transitions, achieve leader-following consensus. This integrated design provides synchronized formation and robust disturbance rejection in evolving network configurations, and its effectiveness is demonstrated through numerical simulations. - Open Access
Distributed Adaptive Consensus with Obstacle and Collision Avoidance for Networks of Heterogeneous Multi-Agent Systems
This paper presents a distributed adaptive control strategy for multi-agent systems with heterogeneous dynamics and collision avoidance. We propose an adaptive control strategy designed to ensure leader-following formation consensus while effectively managing collision and obstacle avoidance using potential functions. By integrating neural network-based disturbance estimation and adaptive tuning laws, the proposed strategy ensures consensus and stability in leader-following formations under fixed topologies.
Open AccessDistributed Adaptive Consensus with Obstacle and Collision Avoidance for Networks of Heterogeneous Multi-Agent Systems
This paper presents a distributed adaptive control strategy for multi-agent systems with heterogeneous dynamics and collision avoidance. We propose an adaptive control strategy designed to ensure leader-following formation consensus while effectively managing collision and obstacle avoidance using potential functions. By integrating neural network-based disturbance estimation and adaptive tuning laws, the proposed strategy ensures consensus and stability in leader-following formations under fixed topologies.
- 6 January 2024
- Published by Springer Nature
- p. 135-163
Theoretical Guarantees for Satisfaction of Terminal State Constraints for Nonlinear Stochastic Systems
- 6 January 2024
- Published by Springer Nature
- p. 135-163
Theoretical Guarantees for Satisfaction of Terminal State Constraints for Nonlinear Stochastic Systems
- 3 January 2024
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 69 (9) , 5695-5710
Solving Feynman-Kac Forward–Backward SDEs Using McKean-Markov Branched Sampling
We propose a new method for the numerical solution of the forward–backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's change of probability measures, it is demonstrated how a McKean-Markov branched sampling method can be utilized for the forward integration pass, as long as the controlled drift term is appropriately compensated in the backward integration pass. Subsequently, a numerical approximation of the value function is proposed by solving a series of function approximation problems backwards in time along the edges of a space-filling tree consisting of trajectory samples. Moreover, a local entropy-weighted least squares Monte Carlo (LSMC) method is developed to concentrate function approximation accuracy in regions most likely to be visited by optimally controlled trajectories. The proposed methodology is numerically demonstrated for linear and nonlinear stochastic optimal control problems with nonquadratic running costs, which reveal significant convergence improvements over previous FBSDE-based numerical solution methods.
- 3 January 2024
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 69 (9) , 5695-5710
Solving Feynman-Kac Forward–Backward SDEs Using McKean-Markov Branched Sampling
We propose a new method for the numerical solution of the forward–backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's change of probability measures, it is demonstrated how a McKean-Markov branched sampling method can be utilized for the forward integration pass, as long as the controlled drift term is appropriately compensated in the backward integration pass. Subsequently, a numerical approximation of the value function is proposed by solving a series of function approximation problems backwards in time along the edges of a space-filling tree consisting of trajectory samples. Moreover, a local entropy-weighted least squares Monte Carlo (LSMC) method is developed to concentrate function approximation accuracy in regions most likely to be visited by optimally controlled trajectories. The proposed methodology is numerically demonstrated for linear and nonlinear stochastic optimal control problems with nonquadratic running costs, which reveal significant convergence improvements over previous FBSDE-based numerical solution methods.
- 10 November 2023
- Published by Springer Nature in Mathematics of Control, Signals, and Systems
- Vol. 36 (1) , 21-70
The minimum principle of hybrid optimal control theory
- 10 November 2023
- Published by Springer Nature in Mathematics of Control, Signals, and Systems
- Vol. 36 (1) , 21-70
The minimum principle of hybrid optimal control theory
- 1 July 2023
- Published by ASME International in ASME Letters in Dynamic Systems and Control
- Vol. 3 (3) , 1-8
Hybrid Optimal Control of a Flying+Sailing Drone
This paper studies the combined maneuver of flying and sailing for a robotic system which is referred to as a flying+sailing drone. Due to the emergence of hybrid systems behavior in tasks which involve both the flying and sailing modes, a hybrid systems formulation of the robotic system is presented. Key characteristics of the system are (i) changes in the dimension of the state space as the system switches from flying to sailing and vice versa and (ii) the presence of autonomous switchings triggered only upon the landing of the drone on the water surface. For the scenario in which the drone’s initial state is given in the flying mode and a fixed terminal state is specified in the sailing mode, the associated optimal control problems are studied within the vertical plane passing through the given points, hence the dynamics of the drone in the flying mode are represented in a five-dimensional state space (associated with three degrees-of-freedom) and in a three-dimensional state space in the sailing mode (associated with two degrees-of-freedom). In particular, the optimal control problems for the minimization of time and the minimization of the control effort are formulated, the associated necessary optimality conditions are obtained from the hybrid minimum principle (HMP), and the associated numerical simulations are presented.
- 1 July 2023
- Published by ASME International in ASME Letters in Dynamic Systems and Control
- Vol. 3 (3) , 1-8
Hybrid Optimal Control of a Flying+Sailing Drone
This paper studies the combined maneuver of flying and sailing for a robotic system which is referred to as a flying+sailing drone. Due to the emergence of hybrid systems behavior in tasks which involve both the flying and sailing modes, a hybrid systems formulation of the robotic system is presented. Key characteristics of the system are (i) changes in the dimension of the state space as the system switches from flying to sailing and vice versa and (ii) the presence of autonomous switchings triggered only upon the landing of the drone on the water surface. For the scenario in which the drone’s initial state is given in the flying mode and a fixed terminal state is specified in the sailing mode, the associated optimal control problems are studied within the vertical plane passing through the given points, hence the dynamics of the drone in the flying mode are represented in a five-dimensional state space (associated with three degrees-of-freedom) and in a three-dimensional state space in the sailing mode (associated with two degrees-of-freedom). In particular, the optimal control problems for the minimization of time and the minimization of the control effort are formulated, the associated necessary optimality conditions are obtained from the hybrid minimum principle (HMP), and the associated numerical simulations are presented.
- Open Access
Solving Feynman-Kac Forward Backward SDEs Using McKean-Markov Branched Sampling
We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's change of probability measures, it is demonstrated how a McKean-Markov branched sampling method can be utilized for the forward integration pass, as long as the controlled drift term is appropriately compensated in the backward integration pass. Subsequently, a numerical approximation of the value function is proposed by solving a series of function approximation problems backwards in time along the edges of a space-filling tree consisting of trajectory samples. Moreover, a local entropy-weighted least squares Monte Carlo (LSMC) method is developed to concentrate function approximation accuracy in regions most likely to be visited by optimally controlled trajectories. The proposed methodology is numerically demonstrated on linear and nonlinear stochastic optimal control problems with non-quadratic running costs, which reveal significant convergence improvements over previous FBSDE-based numerical solution methods.
Open AccessSolving Feynman-Kac Forward Backward SDEs Using McKean-Markov Branched Sampling
We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's change of probability measures, it is demonstrated how a McKean-Markov branched sampling method can be utilized for the forward integration pass, as long as the controlled drift term is appropriately compensated in the backward integration pass. Subsequently, a numerical approximation of the value function is proposed by solving a series of function approximation problems backwards in time along the edges of a space-filling tree consisting of trajectory samples. Moreover, a local entropy-weighted least squares Monte Carlo (LSMC) method is developed to concentrate function approximation accuracy in regions most likely to be visited by optimally controlled trajectories. The proposed methodology is numerically demonstrated on linear and nonlinear stochastic optimal control problems with non-quadratic running costs, which reveal significant convergence improvements over previous FBSDE-based numerical solution methods.
- Open Access
Shaping Large Population Agent Behaviors Through Entropy-Regularized Mean-Field Games
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time setting. We show that entropy regularization provides the necessary regularity conditions, that are lacking in the standard finite mean field games. Such regularity conditions enable us to design fixed-point iteration algorithms to find the unique mean-field equilibrium (MFE). Furthermore, the reference policy used in the regularization provides an extra parameter, through which one can control the behavior of the population. We first consider a stochastic game with a large population of $N$ homogeneous agents. We establish conditions for the existence of a Nash equilibrium in the limiting case as $N$ tends to infinity, and we demonstrate that the Nash equilibrium for the infinite population case is also an $\epsilon$-Nash equilibrium for the $N$-agent system, where the sub-optimality $\epsilon$ is of order $\mathcal{O}\big(1/\sqrt{N}\big)$. Finally, we verify the theoretical guarantees through a resource allocation example and demonstrate the efficacy of using a reference policy to control the behavior of a large population.Open AccessShaping Large Population Agent Behaviors Through Entropy-Regularized Mean-Field Games
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time setting. We show that entropy regularization provides the necessary regularity conditions, that are lacking in the standard finite mean field games. Such regularity conditions enable us to design fixed-point iteration algorithms to find the unique mean-field equilibrium (MFE). Furthermore, the reference policy used in the regularization provides an extra parameter, through which one can control the behavior of the population. We first consider a stochastic game with a large population of $N$ homogeneous agents. We establish conditions for the existence of a Nash equilibrium in the limiting case as $N$ tends to infinity, and we demonstrate that the Nash equilibrium for the infinite population case is also an $\epsilon$-Nash equilibrium for the $N$-agent system, where the sub-optimality $\epsilon$ is of order $\mathcal{O}\big(1/\sqrt{N}\big)$. Finally, we verify the theoretical guarantees through a resource allocation example and demonstrate the efficacy of using a reference policy to control the behavior of a large population. - 8 June 2022
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Control Systems Letters
- Vol. 6, 3080-3085
A Convex Duality Approach for Assigning Probability Distributions to the State of Nonlinear Stochastic Systems
In order to optimally assign a desired probability distribution to the state of a nonlinear stochastic system, a convex duality approach is proposed to arrive at the associated optimality conditions. For a general class of stochastic systems governed by controlled Itô differential equations and subject to constraints on the probability distribution of the state at a fixed terminal time, a measure theoretic formulation is presented and it is shown that the original problem is embedded in a convex linear program on the space of Radon measures and that the embedding is tight, i.e., the optimal solution of both the original and the convex relaxation problems are equal. By exploiting the duality relationship between the space of continuous functions and that of measures, the associated optimality conditions are identified in the form of Hamilton-Jacobi problems where the optimization objective, in addition to the value function evaluation at the initial conditions, includes an extra term which is the integral of the product of the value function at the terminal time and the desired probability distribution. Numerical examples are provided to illustrate the results.
- 8 June 2022
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Control Systems Letters
- Vol. 6, 3080-3085
A Convex Duality Approach for Assigning Probability Distributions to the State of Nonlinear Stochastic Systems
In order to optimally assign a desired probability distribution to the state of a nonlinear stochastic system, a convex duality approach is proposed to arrive at the associated optimality conditions. For a general class of stochastic systems governed by controlled Itô differential equations and subject to constraints on the probability distribution of the state at a fixed terminal time, a measure theoretic formulation is presented and it is shown that the original problem is embedded in a convex linear program on the space of Radon measures and that the embedding is tight, i.e., the optimal solution of both the original and the convex relaxation problems are equal. By exploiting the duality relationship between the space of continuous functions and that of measures, the associated optimality conditions are identified in the form of Hamilton-Jacobi problems where the optimization objective, in addition to the value function evaluation at the initial conditions, includes an extra term which is the integral of the product of the value function at the terminal time and the desired probability distribution. Numerical examples are provided to illustrate the results.