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We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
This paper is concerned with a robust instability analysis for the single-input-single-output unstable linear time-invariant (LTI) system under dynamic perturbations. The nominal system itself is possibly perturbed by the static gain of the…
This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…
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…
This paper presents an ellipsoidal set-theoretic framework for robust safety filter synthesis in constrained linear systems subject to additive bounded disturbances and input constraints. We formulate the safety filter design as a convex…
This paper investigates two related optimal input selection problems for fixed (non-switched) and switched structured systems. More precisely, we consider selecting the minimum cost of inputs from a prior set of inputs, and selecting the…
We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…
We consider solving linear optimization (LO) problems with uncertain objective coefficients. For such problems, we often employ robust optimization (RO) approaches by introducing an uncertainty set for the unknown coefficients. Typical RO…
This work presents a data-driven method for approximation of the maximum positively invariant (MPI) set and the maximum controlled invariant (MCI) set for nonlinear dynamical systems. The method only requires the knowledge of a finite…
The robust instability of an unstable plant subject to stable perturbations is of significant importance and arises in the study of sustained oscillatory phenomena in nonlinear systems. This paper analyzes the robust instability of linear…
A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…
Robust design of autonomous systems under uncertainty is an important yet challenging problem. This work proposes a robust controller that consists of a state estimator and a tube based predictive control law. The class of linear systems…
We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…
This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…
This paper investigates recursive feasibility, recursive robust stability and near-optimality properties of policy iteration (PI). For this purpose, we consider deterministic nonlinear discrete-time systems whose inputs are generated by PI…
In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…
A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…
In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible…