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Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
The state space dynamics representation is the most general approach for nonlinear systems and often chosen for system identification. During training, the state trajectory can deform significantly leading to poor data coverage of the state…
This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…
We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…
We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. We prove convergence of our numerical method under reasonably mild assumptions: boundedness and…
Modal methods are a long-standing approach to physical modelling synthesis. Extensions to nonlinear problems are possible, leading to coupled nonlinear systems of ordinary differential equations. Recent work in scalar auxiliary variable…
Applying linear controllers to nonlinear systems requires the dynamical linearization about a reference. In highly nonlinear environments such as cislunar space, the region of validity for these linearizations varies widely and can…
This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…
In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…
We show how the solution to NMPC problems for a special type of input-affine discrete-time systems can be obtained by reformulating the underlying non-convex optimal control problem in terms of a finite number of convex subproblems. The…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…
In this paper, we propose quasilinearization methods that convert nonlocal fully-nonlinear parabolic systems into the nonlocal quasilinear parabolic systems. The nonlocal parabolic systems serve as important mathematical tools for modelling…
We address the output regulation problem of linear systems with non-smooth and non-periodic exogenous signals. Specifically, we first formulate and solve the full-information problem by designing a state-feedback controller. We study the…
We study settings where gradient penalties are used alongside risk minimization with the goal of obtaining predictors satisfying different notions of monotonicity. Specifically, we present two sets of contributions. In the first part of the…
Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…
The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…
This work presents a novel technique that integrates the methodologies of machine learning and system identification to solve multiclass problems. Such an approach allows to extract and select sets of representative features with reduced…