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The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…

Optimization and Control · Mathematics 2023-05-09 Gongbo Zhang , Bin Chen , Qing-shan Jia , Yijie Peng

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

In this work, we explore how probabilistic programs can be used to represent policies in sequential decision problems. In this formulation, a probabilistic program is a black-box stochastic simulator for both the problem domain and the…

Machine Learning · Statistics 2016-08-05 Jan-Willem van de Meent , Brooks Paige , David Tolpin , Frank Wood

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongdong Li , Jiuxiang Dong

This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Simone Mariano , Paolo Frasca

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Riccardo Zuliani , Efe C. Balta , John Lygeros

Motivated by the lack of systematic tools to obtain safe control laws for hybrid systems, we propose an optimization-based framework for learning certifiably safe control laws from data. In particular, we assume a setting in which the…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Lars Lindemann , Haimin Hu , Alexander Robey , Hanwen Zhang , Dimos V. Dimarogonas , Stephen Tu , Nikolai Matni

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation…

Optimization and Control · Mathematics 2024-05-31 Siming Liang , Hui Sun , Richard Archibald , Feng Bao

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

Optimization and Control · Mathematics 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

Computing optimal control policies for complex dynamical systems requires approximation methods to remain computationally tractable. Several approximation methods have been developed to tackle this problem. However, these methods do not…

Robotics · Computer Science 2022-03-30 Ashwin Khadke , Hartmut Geyer

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

Optimization and Control · Mathematics 2026-01-16 Andreas A. Malikopoulos

Motion planning at urban intersections that accounts for the situation context, handles occlusions, and deals with measurement and prediction uncertainty is a major challenge on the way to urban automated driving. In this work, we address…

Robotics · Computer Science 2021-10-22 Johannes Müller , Jan Strohbeck , Martin Herrmann , Michael Buchholz

This work presents DMPC (Data-and Model-Driven Predictive Control) to solve control problems in which some of the constraints or parts of the objective function are known, while others are entirely unknown to the controller. It is assumed…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Hassan Jafarzadeh , Cody Fleming

Platooning has been exploited as a method for vehicles to minimize energy consumption. In this article, we present a constraint-driven optimal control framework that yields emergent platooning behavior for connected and automated vehicles…

Robotics · Computer Science 2021-12-20 Logan E. Beaver , Andreas A. Malikopoulos

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer