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The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…

Optimization and Control · Mathematics 2012-06-01 Didier Henrion , Jean Bernard Lasserre

In a recent paper [arXiv:1612.04918] there are new results concerning the polytopic set of possible states of a linear discrete-time SISO system subject to bounded disturbances from measurements corrupted by bounded noise. Using these…

Optimization and Control · Mathematics 2017-10-10 Robin Hill , Yousong Luo

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

Machine Learning · Computer Science 2019-02-21 Marek Petrik , Reazul Hasan Russell

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

The control of constrained systems using model predictive control (MPC) becomes more challenging when full state information is not available and when the nominal system model and measurements are corrupted by noise. Since these conditions…

Systems and Control · Electrical Eng. & Systems 2020-02-19 Joseph Lorenzetti , Marco Pavone

We propose a partition-based state estimator for linear discrete-time systems composed by coupled subsystems affected by bounded disturbances. The architecture is distributed in the sense that each subsystem is equipped with a local state…

Systems and Control · Computer Science 2013-11-19 S. Riverso , D. Rubini , G. Ferrari-Trecate

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of…

Optimization and Control · Mathematics 2025-04-02 Parthasarathi Mondal , Akshay Kumar Ojha

This paper delves into the problem of computing robust controlled invariants for monotone continuous-time systems, with a specific focus on lower-closed specifications. We consider the classes of state monotone (SM) and control-state…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Emmanuel Junior Wafo Wembe , Adnane Saoud

This paper proposes a new methodology in linear time-periodic (LTP) system identification. In contrast to previous methods that totally separate dynamics at different tag times for identification, the method focuses on imposing appropriate…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Andrea Iannelli , Mohammad Khosravi , Anilkumar Parsi , Roy S. Smith

Covering and elimination inequalities are central to combinatorial optimization, yet their role has largely been studied in problem-specific settings or via no-good cuts. This paper introduces a unified perspective that treats these…

Optimization and Control · Mathematics 2025-11-18 Ningji Wei

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and…

Optimization and Control · Mathematics 2016-11-17 Reza Kamyar , Matthew M. Peet , Yulia Peet

We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…

Logic in Computer Science · Computer Science 2015-05-13 Fedor Shmarov , Paolo Zuliani

This paper investigates several cost-sparsity induced optimal input selection problems for structured systems. Given are an autonomous system and a prescribed set of input links, where each input link has a non-negative cost. The problems…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Yuan Zhang , Yuanqing Xia , Yufeng Zhan

Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…

Numerical Analysis · Mathematics 2017-06-13 Caleb C. Magruder , Serkan Gugercin , Christopher A. Beattie