Related papers: On a probabilistic approach to synthesize control …
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…
In this paper the optimal control of alignment models composed by a large number of agents is investigated in presence of a selective action of a controller, acting in order to enhance consensus. Two types of selective controls have been…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
In this article we propose a set of simple principles to guide empirical practice in synthetic control studies. The proposed principles follow from formal properties of synthetic control estimators, and pertain to the nature, implications,…
We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the internal performance constraint to a chance-constrained program…
In this paper we investigate the convergence of the Policy Iteration Algorithm (PIA) for a class of general continuous-time entropy-regularized stochastic control problems. In particular, instead of employing sophisticated PDE estimates for…
AI agents are being developed to support high stakes decision-making processes from driving cars to prescribing drugs, making it increasingly important for human users to understand their behavior. Policy summarization methods aim to convey…
As we transition towards the deployment of data-driven controllers for black-box cyberphysical systems, complying with hard safety constraints becomes a primary concern. Two key aspects should be addressed when input-output data are…
The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…
The purpose of this review paper is to present some recent results on the modeling and control of large systems of agents. We focus on particular applications where the agents are capable of independent actions instead of simply reacting to…
We present an information theoretic approach to stochastic optimal control problems that can be used to derive general sampling based optimization schemes. This new mathematical method is used to develop a sampling based model predictive…
Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…
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…
The generation of synthetic data is an essential tool to study complex systems, allowing for example to test models of these in precisely controlled settings, or to parametrize simulation models when data is missing. This paper focuses on…
In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…
There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…
In this paper, we adopt results in nonlinear time series analysis for causal inference in dynamical settings.~Our motivation is policy analysis with panel data, particularly through the use of "synthetic control" methods. These methods…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…