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A new approach to design of nonlinear observers (state estimators) is proposed. The main idea is to (i) construct a convex set of dynamical systems which are contracting observers for a particular system, and (ii) optimize over this set for…

Systems and Control · Computer Science 2017-11-23 Ian R. Manchester

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…

Machine Learning · Computer Science 2021-06-24 Rotem Zamir Aviv , Ido Hakimi , Assaf Schuster , Kfir Y. Levy

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

Multi-Objective Learning Model Predictive Control is a novel data-driven control scheme which improves a linear system's closed-loop performance with respect to several convex control objectives over iterations of a repeated task. At each…

Systems and Control · Electrical Eng. & Systems 2024-10-21 Siddharth H. Nair , Charlott Vallon , Francesco Borrelli

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Riccardo Zuliani , Efe C. Balta , Alisa Rupenyan , John Lygeros

We present new algorithms for inverse reinforcement learning (IRL, or inverse optimal control) in convex optimization settings. We argue that finite-space IRL can be posed as a convex quadratic program under a Bayesian inference framework…

Machine Learning · Computer Science 2013-01-22 Qifeng Qiao , Peter A. Beling

This paper introduces a framework for learning a minimum-norm stabilizing controller for a system with unknown dynamics using model-free policy optimization methods. The approach begins by first designing a Control Lyapunov Function (CLF)…

Optimization and Control · Mathematics 2020-10-02 Tyler Westenbroek , Fernando Castaneda , Ayush Agrawal , S. Shankar Sastry , Koushil Sreenath

Traditional imitation learning provides a set of methods and algorithms to learn a reward function or policy from expert demonstrations. Learning from demonstration has been shown to be advantageous for navigation tasks as it allows for…

Robotics · Computer Science 2021-08-03 Christian Ellis , Maggie Wigness , John G. Rogers , Craig Lennon , Lance Fiondella

A fundamental challenge in learning to control an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. In this work, we formulate a mathematical definition of what it means to safely learn…

Optimization and Control · Mathematics 2020-11-25 Amir Ali Ahmadi , Abraar Chaudhry , Vikas Sindhwani , Stephen Tu

Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the problem. However, there have been limited attempts to extend…

Optimization and Control · Mathematics 2023-12-21 Egon Peršak , Miguel F. Anjos

Despite the success achieved by the analysis of supervised learning algorithms in the framework of statistical mechanics, reinforcement learning has remained largely untouched. Here we move towards closing the gap by analyzing the dynamics…

Statistical Mechanics · Physics 2022-09-02 Riccardo Fabbricatore , Vladimir V. Palyulin

We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…

Optimization and Control · Mathematics 2026-04-14 Zijun Li , Aswin Kannan

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…

Machine Learning · Computer Science 2024-03-19 Juan Elenter , Luiz F. O. Chamon , Alejandro Ribeiro

Safe and effective motion planning is crucial for autonomous robots. Diffusion models excel at capturing complex agent interactions, a fundamental aspect of decision-making in dynamic environments. Recent studies have successfully applied…

Robotics · Computer Science 2025-07-18 Giwon Lee , Daehee Park , Jaewoo Jeong , Kuk-Jin Yoon

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang
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