Related papers: Construction of program control with probability o…
We study a Dynamic Programming Principle related to the $p$-Laplacian for $1 < p < \infty$. The main results are existence, uniqueness and continuity of solutions.
We consider the basic features of complex dynamical and control systems. Special attention is paid to the problems of synthesis of dynamical models of complex systems, construction of efficient control models, and to the development of…
Humans routinely confront the following key question which could be viewed as a probabilistic variant of the controllability problem: While faced with an uncertain environment governed by causal structures, how should they practice their…
In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…
The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…
A new control method that considers all sources of uncertainty and noises that might affect the time evolutions of quantum physical systems is introduced. Under the proposed approach, the dynamics of quantum systems are characterised by…
The Poisson structures for 3D systems possessing one constant of motion can always be constructed from the solution of a linear PDE. When two constants of the motion are available the problem reduces to a quadrature and the structure…
We consider a Gaussian Volterra process with compound Poisson jumps and derive its prediction law.
In this paper, we investigate the control of a cyber-physical system (CPS) while accounting for its vulnerability to external attacks. We formulate a constrained stochastic problem with a robust constraint to ensure robust operation against…
This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…
We consider estimation of the structural distribution function of the cell probabilities of a multinomial sample in situations where the number of cells is large. We review the performance of the natural estimator, an estimator based on…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
In order to explain the empirical evidence that the dynamics of human activity may not be well modeled by Poisson processes, a model based on queuing processes were built in the literature \cite{bar05}. The main assumption behind that model…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
Controlling a dynamical system is the ability of changing its configuration arbitrarily through a suitable choice of inputs. It is a very well studied concept in control theory, with wide ranging applications in medicine, biology, social…
Dynamical control of biological systems is often restricted by the practical constraint of unidirectional parameter perturbations. We show that such a restriction introduces surprising complexity to the stability of one-dimensional map…
We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…
In this paper, we consider a stochastic Model Predictive Control able to account for effects of additive stochastic disturbance with unbounded support, and requiring no restrictive assumption on either independence nor Gaussianity. We…
We compute probabilistic controlled invariant sets for nonlinear systems using Gaussian process state space models, which are data-driven models that account for unmodeled and unknown nonlinear dynamics. We propose a semidefinite…