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Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

Machine Learning · Statistics 2022-05-06 Anubhab Ghosh , Mohamed Abdalmoaty , Saikat Chatterjee , Håkan Hjalmarsson

This paper deals with the tracking control problem for a very simple class of unknown nonlinear systems. In this paper, we presents a design strategy for tracking control of time-varying state constrained nonlinear systems in an adaptive…

Systems and Control · Electrical Eng. & Systems 2022-10-12 Pankaj Kumar Mishra , Nishchal K Verma

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…

Machine Learning · Statistics 2019-02-26 Kursat Rasim Mestav , Jaime Luengo-Rozas , Lang Tong

This paper addresses the problem of online inverse reinforcement learning for nonlinear systems with modeling uncertainties while in the presence of unknown disturbances. The developed approach observes state and input trajectories for an…

Systems and Control · Electrical Eng. & Systems 2021-07-07 Ryan Self , Moad Abudia , Rushikesh Kamalapurkar

This paper addresses two important estimation problems for linear systems, namely system identification and model-free state estimation. Our focus is on ARMAX models with unknown parameters. We first provide a reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Minyue Fu

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

The paper introduces an interactive machine learning mechanism to process the measurements of an uncertain, nonlinear dynamic process and hence advise an actuation strategy in real-time. For concept demonstration, a trajectory-following…

Systems and Control · Electrical Eng. & Systems 2023-03-16 Mohammed Abouheaf , Derek Boase , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

This paper presents a new robust fault and state estimation based on recursive least square filter for linear stochastic systems with unknown disturbances. The novel elements of the algorithm are : a simple, easily implementable, square…

Systems and Control · Computer Science 2013-06-20 Bessaoudi Talel , Ben Hmida Fayçal

In current model-free reinforcement learning (RL) algorithms, stability criteria based on sampling methods are commonly utilized to guide policy optimization. However, these criteria only guarantee the infinite-time convergence of the…

Robotics · Computer Science 2023-10-16 Shengjie Wang , Fengbo Lan , Xiang Zheng , Yuxue Cao , Oluwatosin Oseni , Haotian Xu , Tao Zhang , Yang Gao

Estimating the region of attraction (ROA) of general nonlinear autonomous systems remains a challenging problem and requires a case-by-case analysis. Leveraging the universal approximation property of neural networks, in this paper, we…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Shaoru Chen , Mahyar Fazlyab , Manfred Morari , George J. Pappas , Victor M. Preciado

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

Motivated by engineering applications such as resource allocation in networks and inventory systems, we consider average-reward Reinforcement Learning with unbounded state space and reward function. Recent works studied this problem in the…

Machine Learning · Computer Science 2025-11-10 Shaan Ul Haque , Siva Theja Maguluri

Deep reinforcement learning (RL) has been recognized as a promising tool to address the challenges in real-time control of power systems. However, its deployment in real-world power systems has been hindered by a lack of formal stability…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Yuanyuan Shi , Guannan Qu , Steven Low , Anima Anandkumar , Adam Wierman

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

In the pursuit of autonomous spacecraft proximity maneuvers and docking(PMD), we introduce a novel Bayesian actor-critic reinforcement learning algorithm to learn a control policy with the stability guarantee. The PMD task is formulated as…

Robotics · Computer Science 2024-05-24 Desong Du , Naiming Qi , Yanfang Liu , Wei Pan

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the…

Machine Learning · Statistics 2020-09-02 Gang Wang , Bingcong Li , Georgios B. Giannakis

Traditional reinforcement learning lacks the ability to provide stability guarantees. More recent algorithms learn Lyapunov functions alongside the control policies to ensure stable learning. However, the current self-learned Lyapunov…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Sarvan Gill , Daniela Constantinescu