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This paper develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…

Optimization and Control · Mathematics 2026-02-02 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi N. , Paul H. Siegel

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Machine Learning · Statistics 2018-06-04 Jack Umenberger , Thomas B. Schön

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

In this paper, we study the conditions to be satisfied by a discrete-time linear system to ensure output controllability using sparse control inputs. A set of necessary and sufficient conditions can be directly obtained by extending the…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Geethu Joseph

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

We consider the problem of controlling a linear dynamical system from bilinear observations with minimal quadratic cost. Despite the similarity of this problem to standard linear quadratic Gaussian (LQG) control, we show that when the…

Optimization and Control · Mathematics 2025-10-23 Yahya Sattar , Sunmook Choi , Yassir Jedra , Maryam Fazel , Sarah Dean

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

Tools from control and dynamical systems have proven valuable for analyzing and developing optimization methods. In this paper, we establish rigorous theoretical foundations for using feedback linearization (FL) -- a well-established…

Optimization and Control · Mathematics 2026-01-29 Runyu Zhang , Arvind Raghunathan , Jeff Shamma , Na Li

Model predictive control has emerged as an effective approach for real-time optimal control of connected and automated vehicles. However, nonlinear dynamics of vehicle and traffic systems make accurate modeling and real-time optimization…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yunli Shao

In this paper, we propose a model-free adaptive learning solution for a model-following control problem. This approach employs policy iteration, to find an optimal adaptive control solution. It utilizes a moving finite-horizon of…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Mohammed I. Abouheaf , Hashim A. Hashim , Mohammad A. Mayyas , Kyriakos G. Vamvoudakis

Faults are endemic to all systems. Adaptive fault-tolerant control maintains degraded performance when faults occur as opposed to unsafe conditions or catastrophic events. In systems with abrupt faults and strict time constraints, it is…

Machine Learning · Computer Science 2020-12-14 Ibrahim Ahmed , Marcos Quinones-Grueiro , Gautam Biswas

We consider a finite-horizon linear-quadratic optimal control problem where only a limited number of control messages are allowed for sending from the controller to the actuator. To restrict the number of control actions computed and…

Systems and Control · Computer Science 2017-01-19 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo , Mikael Johansson

This paper studies stochastic optimization problems and associated Bellman equations in formats that allow for reduced dimensionality of the cost-to-go functions. In particular, we study stochastic control problems in the…

Optimization and Control · Mathematics 2025-05-20 Teemu Pennanen , Ari-Pekka Perkkiö

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan