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This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Systems and Control · Computer Science 2018-07-23 Giuseppe Franzè , Massimiliano Mattei , Luciano Ollio , Valerio Scordamaglia

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…

Robotics · Computer Science 2023-09-14 Adam Polevoy , Marin Kobilarov , Joseph Moore

A control design approach is developed for a general class of uncertain strict-feedback-like nonlinear systems with dynamic uncertain input nonlinearities with time delays. The system structure considered in this paper includes a nominal…

Optimization and Control · Mathematics 2018-01-09 Prashanth Krishnamurthy , Farshad Khorrami

This paper proposes a novel direct adaptive control method for rejecting unknown deterministic disturbances and tracking unknown trajectories in systems with uncertain dynamics when the disturbances or trajectories are the summation of…

Systems and Control · Computer Science 2016-03-18 Behrooz Shahsavari , Jinwen Pan , Roberto Horowitz

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

Machine Learning · Statistics 2024-11-11 Dimitris G. Giovanis , Dimitrios Loukrezis , Ioannis G. Kevrekidis , Michael D. Shields

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

Optimization and Control · Mathematics 2022-09-13 Erhan Bayraktar , Tao Chen

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

Optimization and Control · Mathematics 2024-10-30 Nicholas A. Corbin , Boris Kramer

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

In this article we consider the possibility of controlling the dynamics of nonlinear discrete systems. A new method of control is by mixing states of the system (or the functions of these states) calculated on previous steps. This approach…

Chaotic Dynamics · Physics 2016-08-23 D. Dmitrishin , I. M. Skrinnik , A. Stokolos

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

A stochastic model predictive control (SMPC) approach is presented for discrete-time linear systems with arbitrary time-invariant probabilistic uncertainties and additive Gaussian process noise. Closed-loop stability of the SMPC approach is…

Systems and Control · Computer Science 2015-03-17 Joel A. Paulson , Stefan Streif , Ali Mesbah

We propose a novel feedback controller for a class of uncertain higher-order nonlinear systems, subject to delays in both state measurement and control input signals. Building on the prescribed performance control framework, a…

Optimization and Control · Mathematics 2025-09-11 Thomas Berger , Lampros N. Bikas , Jan Hachmeister , George A. Rovithakis

We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We present a Model Predictive Control (MPC) strategy for unknown input-affine nonlinear dynamical systems. A non-parametric method is used to estimate the nonlinear dynamics from observed data. The estimated nonlinear dynamics are then…

Systems and Control · Electrical Eng. & Systems 2020-10-12 Dimitris Papadimitriou , Ugo Rosolia , Francesco Borrelli

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

This paper proposes an approach to addresses the control challenges posed by a fault-induced uncertainty in both the dynamics and control input effectiveness of a class of hierarchical nonlinear systems in which the high-level dynamics is…

Optimization and Control · Mathematics 2021-08-10 Sina Ameli , Olugbenga Moses Anubi
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