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In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

This paper focuses on the design of time-invariant memoryless control policies for fully observed controlled Markov chains, with a finite state space. Safety constraints are imposed through a pre-selected set of forbidden states. A state is…

Systems and Control · Computer Science 2012-11-09 Eduardo Arvelo , Nuno C. Martins

This paper is concerned with synchronization of complex stochastic dynamical networks in the presence of noise and functional uncertainty. A probabilistic control method for adaptive synchronization is presented. All required probabilistic…

Optimization and Control · Mathematics 2016-12-20 Randa Herzallah

Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Saghar Adler , Vijay Subramanian

Deep reinforcement learning has been successfully applied to many control tasks, but the application of such agents in safety-critical scenarios has been limited due to safety concerns. Rigorous testing of these controllers is challenging,…

Artificial Intelligence · Computer Science 2020-07-09 Edoardo Bacci , David Parker

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that guarantee closed-loop performance bounds and boundedness of…

Optimization and Control · Mathematics 2019-03-19 Diego Munoz-Carpintero , Mark Cannon

In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

Planning for distributed agents with partial state information is considered from a decision- theoretic perspective. We describe generalizations of both the MDP and POMDP models that allow for decentralized control. For even a small number…

Artificial Intelligence · Computer Science 2013-01-18 Daniel S Bernstein , Shlomo Zilberstein , Neil Immerman

In this paper, we introduce the context-aware probabilistic temporal logic (CAPTL) that provides an intuitive way to formalize system requirements by a set of PCTL objectives with a context-based priority structure. We formally present the…

Logic in Computer Science · Computer Science 2020-07-14 Mahmoud Elfar , Yu Wang , Miroslav Pajic

This paper proposes a reinforcement learning method for controller synthesis of autonomous systems in unknown and partially-observable environments with subjective time-dependent safety constraints. Mathematically, we model the system…

Robotics · Computer Science 2021-04-06 Yu Wang , Alper Kamil Bozkurt , Miroslav Pajic

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

Optimization and Control · Mathematics 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

We consider the problem of generating randomized control sequences for complex networked systems typically actuated by human agents. Our approach leverages a concept known as control improvisation, which is based on a combination of…

Systems and Control · Computer Science 2016-11-18 Ilge Akkaya , Daniel J. Fremont , Rafael Valle , Alexandre Donzé , Edward A. Lee , Sanjit A. Seshia

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Probabilistic Cellular Automata are extended stochastic systems, widely used for modelling phenomena in many disciplines. The possibility of controlling their behaviour is therefore an important topic. We shall present here an approach to…

Cellular Automata and Lattice Gases · Physics 2024-03-07 Franco Bagnoli , Sara Dridi , Samira El Yacoubi , Raul Rechtman

The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function…

Fluid Dynamics · Physics 2016-02-18 Eurika Kaiser , Bernd R. Noack , Andreas Spohn , Louis N. Cattafesta , Marek Morzynski