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Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

In this work we focus on a recently introduced method [1] to construct the external potential $v$ that, for a given initial state, produces a prescribed time-dependent density in an interacting quantum many-body system. We show how this…

Quantum Physics · Physics 2014-12-12 S. E. B. Nielsen , M. Ruggenthaler , R. van Leeuwen

In this paper, we consider controlled linear dynamical systems in which the controller has only access to a compressed version of the system state. The technical problem we investigate is that of allocating compression resources over time…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Li Wang , Chao Zhang , Samson Lasaulce , Lina Bariah , Merouane Debbah

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

Active inference has emerged as an alternative approach to control problems given its intuitive (probabilistic) formalism. However, despite its theoretical utility, computational implementations have largely been restricted to…

Machine Learning · Computer Science 2022-03-01 Aswin Paul , Noor Sajid , Manoj Gopalkrishnan , Adeel Razi

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal controls. This property is proven via a quasi-tangency…

Optimization and Control · Mathematics 2022-01-24 Ioana Ciotir , Dan Goreac , Ionut Munteanu

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

We derive the capacity region of the state-dependent semideterministic broadcast channel with noncausal state-information at the transmitter. One of the two outputs of this channel is a deterministic function of the channel input and the…

Information Theory · Computer Science 2012-11-14 Amos Lapidoth , Ligong Wang

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional spaces. In the deterministic case, the viability kernel is known…

Optimization and Control · Mathematics 2010-02-08 Luc Doyen , Delara Michel

We discuss the stochastic interpretation of a control system determined by a system of differential equations on a tree. For example, such a system on a finite tree arises after replacing the coefficients of the equation on an interval with…

Optimization and Control · Mathematics 2024-10-17 Sergey Buterin

Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Maik Pfefferkorn , Rolf Findeisen

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed before time $t-H$ for some delay parameter $H$. Such delay occurs frequently in…

Probability · Mathematics 2018-08-23 Yuri F. Saporito , Jianfeng Zhang

A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…

Optimization and Control · Mathematics 2007-05-23 Aditya Mahajan , Demosthenis Teneketzis