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In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…

Optimization and Control · Mathematics 2026-04-15 Akan Selim , Siddhartha Ganguly , Ali Pakniyat , Panagiotis Tsiotras

We present a novel technique for solving the problem of safe control for a general class of nonlinear, control-affine systems subject to parametric model uncertainty. Invoking Lyapunov analysis and the notion of fixed-time stability (FxTS),…

Optimization and Control · Mathematics 2020-11-26 Mitchell Black , Ehsan Arabi , Dimitra Panagou

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

Control-based continuation (CBC) is a general and systematic method to explore the dynamic response of a physical system and perform bifurcation analysis directly during experimental tests. Although CBC has been successfully demonstrated on…

Dynamical Systems · Mathematics 2024-11-05 Hamed Rezaee , Ludovic Renson

We provide an algorithm for the simultaneous system identification and model predictive control of nonlinear systems. The algorithm has finite-time near-optimality guarantees and asymptotically converges to the optimal (non-causal)…

Robotics · Computer Science 2025-11-04 Hongyu Zhou , Vasileios Tzoumas

A new framework for adaptive regulation to invariant sets is proposed. Reaching the target dynamics (invariant set) is to be ensured by state feedback while adaptation to parametric uncertainties is provided by additional adaptation…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Denis Efimov , Cees van Leeuwen

Stabilizing unstable periodic orbits in a chaotic invariant set not only reveals information about its structure but also leads to various interesting applications. For the successful application of a chaos control scheme, convergence speed…

Adaptation and Self-Organizing Systems · Physics 2016-10-10 Christian Bick , Marc Timme , Christoph Kolodziejski

In this paper, a model reference adaptive control architecture is proposed for uncertain nonlinear systems to achieve prescribed performance guarantees. Specifically, a general nonlinear reference model system is considered that captures an…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Ehsan Arabi , Kunal Garg , Dimitra Panagou

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…

Systems and Control · Computer Science 2019-04-01 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

This paper presents a two-stage framework for constrained near-optimal feedback control of input-affine nonlinear systems. An approximate value function for the unconstrained control problem is computed offline by solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Milad Alipour Shahraki , Laurent Lessard

This work develops a new direct adaptive control framework that extends the certainty equivalence principle to general nonlinear systems with unmatched model uncertainties. The approach adjusts the rate of adaptation online to eliminate the…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Brett T. Lopez , Jean-Jacques E. Slotine

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

The synthesis of adaptive gain-scheduling controller is discussed for continuous-time linear models characterized by polytopic uncertainties. The proposed approach computes the control law assuming the parameters as uncertain and adaptively…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Ariany C. Oliveira , Victor C. S. Campos , Leonardo. A. Mozelli

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

Despite the celebrated success of stochastic control approaches for uncertain systems, such approaches are limited in the ability to handle non-Gaussian uncertainties. This work presents an adaptive robust control for linear uncertain…

Optimization and Control · Mathematics 2026-01-13 Xuehui Ma , Shiliang Zhang , Zhiyong Sun , Xiaohui Zhang , Sabita Maharjan

In this work, we propose a rigorous method for implementing predictor feedback controllers in nonlinear systems with unknown and arbitrarily long actuator delays. To address the analytically intractable nature of the predictor, we…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Luke Bhan , Miroslav Krstic , Yuanyuan Shi

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

Computation · Statistics 2014-06-18 José Miguel Pasini , Tuhin Sahai

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…

Optimization and Control · Mathematics 2025-02-14 Ruchuan Ou , Jonas Schießl , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser
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