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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

In order to obviate the requirement of drift dynamics in adaptive dynamic programming (ADP), integral reinforcement learning (IRL) has been proposed as an alternate formulation of Bellman equation.However control coupling dynamics is still…

Systems and Control · Electrical Eng. & Systems 2020-05-11 Amardeep Mishra , Satadal Ghosh

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

This article proposes a Model Reference Adaptive Control (MRAC) strategy to achieve fixed-time convergence of parameter estimation and tracking errors for unknown linear time-invariant systems, without relying on the persistence of…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Chayan Kumar Paul , Krishanu Nath , Indra Narayan Kar , Denis Efimov , Rosane Ushirobira

We introduce a new algorithm for solving unconstrained discrete-time optimal control problems. Our method follows a direct multiple shooting approach, and consists of applying the SQP method together with an $\ell_2$ augmented Lagrangian…

Optimization and Control · Mathematics 2024-07-02 João Sousa-Pinto , Dominique Orban

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

We present a novel data-driven Model Predictive Control (MPC) algorithm for nonlinear systems. The method is based on recent extensions of behavioural theory and Willem's Fundamental Lemma for nonlinear systems by the means of adequate…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Marcelo Menezes Morato , Julio Elias Normey-Rico , Olivier Sename

Constrained optimization offers a powerful framework to prescribe desired behaviors in neural network models. Typically, constrained problems are solved via their min-max Lagrangian formulations, which exhibit unstable oscillatory dynamics…

Machine Learning · Computer Science 2024-06-10 Motahareh Sohrabi , Juan Ramirez , Tianyue H. Zhang , Simon Lacoste-Julien , Jose Gallego-Posada

Safe deployment of deep neural networks in high-stake real-world applications requires theoretically sound uncertainty quantification. Conformal prediction (CP) is a principled framework for uncertainty quantification of deep models in the…

Machine Learning · Computer Science 2023-03-21 Subhankar Ghosh , Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

This paper presents a transfer learning approach which enables fast and efficient adaptation of Recurrent Neural Network (RNN) models of dynamical systems. A nominal RNN model is first identified using available measurements. The system…

Machine Learning · Computer Science 2022-01-24 Marco Forgione , Aneri Muni , Dario Piga , Marco Gallieri

We consider the effect of using approximate system predictions in event-triggered control schemes. Such approximations may result from using numerical transcription methods for solving continuous-time optimal control problems. Mesh…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Omar J. Faqir , Eric C. Kerrigan

Control of machine learning models has emerged as an important paradigm for a broad range of robotics applications. In this paper, we present a sampling-based nonlinear model predictive control (NMPC) approach for control of neural network…

Robotics · Computer Science 2022-10-06 Iman Askari , Babak Badnava , Thomas Woodruff , Shen Zeng , Huazhen Fang

Control of nonlinear systems with high levels of uncertainty is practically relevant and theoretically challenging. This paper presents a numerical investigation of an adaptive nonlinear model predictive control (MPC) technique that relies…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Rami Abdulelah Alhazmi , Achinth Suresh Babu , Syed Aseem Ul Islam , Dennis S. Bernstein

This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Soroush Asri , Luis Rodrigues

Tuning a complex simulation code refers to the process of improving the agreement of a code calculation with respect to a set of experimental data by adjusting parameters implemented in the code. This process belongs to the class of inverse…

Computation · Statistics 2024-08-19 Yun Am Seo , Youngsaeng Lee , Jeong-Soo Park

Genetic algorithm (GA) is typically used to solve nonlinear model predictive control's optimization problem. However, the size of the search space in which the GA searches for the optimal control inputs is crucial for its applicability to…

Optimization and Control · Mathematics 2025-01-22 Eslam Mostafa , Hussein A. Aly , Ahmed Elliethy

Neural Radiance Fields (NeRF)-based models have achieved remarkable success in 3D reconstruction and rendering tasks. However, during both training and inference, these models rely heavily on dense point sampling along rays from multiple…

Computer Vision and Pattern Recognition · Computer Science 2025-08-01 Ranxi Lin , Canming Yao , Jiayi Li , Weihang Liu , Xin Lou , Pingqiang Zhou

Quantum neural networks (QNNs) provide expressive probabilistic models by leveraging quantum superposition and entanglement, yet their practical training remains challenging due to highly oscillatory loss landscapes and noise inherent to…

Quantum Physics · Physics 2026-01-26 Jaemin Seo

Indirect trajectory optimization methods such as Differential Dynamic Programming (DDP) have found considerable success when only planning under dynamic feasibility constraints. Meanwhile, nonlinear programming (NLP) has been the…

Optimization and Control · Mathematics 2022-05-06 Sumeet Singh , Jean-Jacques Slotine , Vikas Sindhwani