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This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…

Optimization and Control · Mathematics 2010-04-15 Peter Hokayem , Eugenio Cinquemani , Debasish Chatterjee , Federico Ramponi , John Lygeros

Stabilization of a class of time-varying parabolic equations with uncertain input data using Receding Horizon Control (RHC) is investigated. The diffusion coefficient and the initial function are prescribed as random fields. We consider…

Optimization and Control · Mathematics 2023-02-03 Behzad Azmi , Lukas Herrmann , Karl Kunisch

Reservoir computers (RCs) are powerful machine learning architectures for time series prediction. Recently, next generation reservoir computers (NGRCs) have been introduced, offering distinct advantages over RCs, such as reduced…

Machine Learning · Computer Science 2024-06-07 Ravi Chepuri , Dael Amzalag , Thomas Antonsen , Michelle Girvan

The paper considers a computational governor strategy to facilitate the implementation of Model Predictive Control (MPC) based on inexact optimization when the time available to compute the solution may be insufficient. In the setting of…

Optimization and Control · Mathematics 2025-09-16 Steven van Leeuwen , Ilya Kolmanovsky

Optimization-based controllers, such as Model Predictive Control (MPC), have attracted significant research interest due to their intuitive concept, constraint handling capabilities, and natural application to multi-input multi-output…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

A novel decentralised trajectory generation algorithm for Multi Agent systems is presented. Multi-robot systems have the capacity to transform lives in a variety of fields. But, trajectory generation for multi-robot systems is still in its…

Robotics · Computer Science 2018-12-31 Govind Aadithya R , Shravan Krishnan , Vijay Arvindh , Sivanathan K

We focus on the commonly used synchronous Gradient Descent paradigm for large-scale distributed learning, for which there has been a growing interest to develop efficient and robust gradient aggregation strategies that overcome two key…

Machine Learning · Statistics 2021-09-30 Amirhossein Reisizadeh , Saurav Prakash , Ramtin Pedarsani , Amir Salman Avestimehr

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

This letter addresses the constrained attitude control problem for rigid bodies directly on the special orthogonal group SO(3), avoiding singularities associated with parameterizations such as Euler angles. We propose a novel Periodic…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Satoshi Nakano , Masahiro Suzuki , Misa Ohashi , Noboru Chikami , Shusuke Otabe

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni

Reservoir computers (RCs) provide a computationally efficient alternative to deep learning while also offering a framework for incorporating brain-inspired computational principles. By using an internal neural network with random, fixed…

Neural and Evolutionary Computing · Computer Science 2025-04-18 Keshav Srinivasan , Dietmar Plenz , Michelle Girvan

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

Reference and command governors are add-on schemes that augment nominal closed-loop systems with the capability to enforce state and control constraints. They do this by monitoring and modifying, when necessary, the reference command.…

Optimization and Control · Mathematics 2021-11-22 Emanuele Garone , Ilya Kolmanovsky

This paper describes a novel algorithmic framework to minimize a finite-sum of functions available over a network of nodes. The proposed framework, that we call~\GTVR, is stochastic and decentralized, and thus is particularly suitable for…

Optimization and Control · Mathematics 2020-12-02 Ran Xin , Usman A. Khan , Soummya Kar

Reservoir computing(RC) is a brain-inspired computing framework that employs a transient dynamical system whose reaction to an input signal is transformed to a target output. One of the central problems in RC is to find a reliable reservoir…

Chaotic Dynamics · Physics 2020-08-26 Jaesung Choi , Pilwon Kim

This study proposes a real-time control framework for cascaded hydropower systems that incorporates decision-dependent uncertainty (DDU) to capture the coupling of streamflow uncertainties across the reservoirs. The framework jointly models…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Eliza Cohn , Ning Qi , Upmanu Lall , Bolun Xu

We propose a method for analyzing the distributed random coordinate descent algorithm for solving separable resource allocation problems in the context of an open multiagent system, where agents can be replaced during the process. In…

Multiagent Systems · Computer Science 2023-09-21 Charles Monnoyer de Galland , Renato Vizuete , Julien M. Hendrickx , Elena Panteley , Paolo Frasca

Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting timeseries data. As with all RNNs, selecting the hyperparameters presents a challenge when training onnew inputs. We present a method based on…

Computational Physics · Physics 2022-01-05 Jason A. Platt , Adrian S. Wong , Randall Clark , Stephen G. Penny , Henry D. I. Abarbanel