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Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Thom Badings , Licio Romao , Alessandro Abate , David Parker , Hasan A. Poonawala , Marielle Stoelinga , Nils Jansen

We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Yu Chen , Yuda Li , Shaoyuan Li , Xiang Yin

A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

Machine Learning · Statistics 2020-07-21 John Duchi , Hongseok Namkoong

By using dissipativity approach, we establish the stability condition for the feedback connection of a deterministic dynamical system $\Sigma$ and a stochastic memoryless map $\Psi$. After that, we extend the result to the class of large…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Koji Tsumura , Binh Minh Nguyen , Hisaya Wakayama , Shinji Hara

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall…

Optimization and Control · Mathematics 2025-08-19 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Roy S. Smith , Bassam Bamieh

Recent control trends are increasingly relying on communication networks and wireless channels to close the loop for Internet-of-Things applications. Traditionally these approaches are model-based, i.e., assuming a network or channel model…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Konstantinos Gatsis , George J. Pappas

Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by…

Machine Learning · Computer Science 2022-11-22 Jiashuo Liu , Zheyan Shen , Peng Cui , Linjun Zhou , Kun Kuang , Bo Li

For a partially unknown linear systems, we present a systematic control design approach based on generated data from measurements of closed-loop experiments with suitable test controllers. These experiments are used to improve the achieved…

Optimization and Control · Mathematics 2022-05-12 Tobias Holicki , Carsten W. Scherer , Sebastian Trimpe

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Optimization and Control · Mathematics 2024-05-29 Francesco Micheli , Anastasios Tsiamis , John Lygeros

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Frederik Baymler Mathiesen , Licio Romao , Simeon C. Calvert , Luca Laurenti , Alessandro Abate

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

In this paper, we study networks of positive linear systems subject to time-invariant and random uncertainties. We present linear matrix inequalities for checking the stability of the whole network around the origin with prescribed…

Optimization and Control · Mathematics 2016-11-09 Masaki Ogura , Victor M. Preciado

Uncertainties influencing the dynamical systems pose a significant challenge in estimating the achievable performance of a controller aiming to control such uncertain systems. When the uncertainties are of stochastic nature, obtaining hard…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Venkatraman Renganathan

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

As autonomous systems become more complex and integral in our society, the need to accurately model and safely control these systems has increased significantly. In the past decade, there has been tremendous success in using deep learning…

Robotics · Computer Science 2024-09-10 Hao Wang , Javier Borquez , Somil Bansal
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