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This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Kaijian Hu , Tao Liu

The output regulation problem for unknown linear systems has been studied using state-based and output-based internal model approaches in the special case with no disturbances. This paper further investigates the output regulation problem…

Optimization and Control · Mathematics 2026-01-07 Haoyan Lin , Jie Huang

This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…

Optimization and Control · Mathematics 2023-09-01 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

In recent times, a variety of Reinforcement Learning (RL) algorithms have been proposed for optimal tracking problem of continuous time nonlinear systems with input constraints. Most of these algorithms are based on the notion of uniform…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Amardeep Mishra , Satadal Ghosh

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

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

Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…

Artificial Intelligence · Computer Science 2023-11-15 Xinyi Hu , Jasper C. H. Lee , Jimmy H. M. Lee

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

We introduce the family of limited model information control design methods, which construct controllers by accessing the plant's model in a constrained way, according to a given design graph. We investigate the closed-loop performance…

Optimization and Control · Mathematics 2013-01-08 Farhad Farokhi , Cedric Langbort , Karl H. Johansson

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

By transforming identification and control for nonlinear system into optimization problems, a novel optimization method named state transition algorithm (STA) is introduced to solve the problems. In the proposed STA, a solution to a…

Optimization and Control · Mathematics 2015-11-18 Xiaojun Zhou , Chunhua Yang , Weihua Gui

In this paper, a novel robust tracking control scheme for a general class of discrete-time nonlinear systems affected by unknown bounded uncertainty is presented. By solving a parameterized optimal tracking control problem subject to the…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Alexandros Tanzanakis , John Lygeros

In this paper, we propose a framework for output tracking control of both minimum phase (MP) and non-minimum phase (NMP) systems {as well as systems with transmission zeros on the unit circle}. Towards this end, we first address the problem…

Systems and Control · Computer Science 2017-01-25 Esmaeil Naderi , Khashayar Khorasani

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

We study in this paper the problem of adaptive trajectory tracking control for a class of nonlinear systems with parametric uncertainties. We propose to use a modular approach, where we first design a robust nonlinear state feedback which…

Systems and Control · Computer Science 2015-09-28 Mouhacine Benosman , Amir-massoud Farahmand , Meng Xia

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty