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A high-gain extended observer is designed for a class of nonlinear uncertain systems. This observer has the ability of estimating system uncertainty, and it can be used to estimate the derivatives of signal up to order n. The controller…

Systems and Control · Electrical Eng. & Systems 2023-02-13 Xinhua Wang , Zengqiang Chen , Zhuzhi Yuan

We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market with one safe asset and finitely many risky assets. We show that an optimal investment strategy exists if the…

Mathematical Finance · Quantitative Finance 2020-07-10 Miklós Rásonyi , Andrea Meireles-Rodrigues

We develop data-driven algorithms for reachability analysis and control of systems with a priori unknown nonlinear dynamics. The resulting algorithms not only are suitable for settings with real-time requirements but also provide provable…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Franck Djeumou , Abraham P. Vinod , Eric Goubault , Sylvie Putot , Ufuk Topcu

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

We consider optimal control problems involving nonlinear ordinary differential equations with uncertain inputs. Using the sample average approximation, we obtain optimal control problems with ensembles of deterministic dynamical systems.…

Optimization and Control · Mathematics 2026-02-04 Olena Melnikov , Johannes Milz

The situation assessment problem is considered, in terms of object, condition, activity, and plan recognition, based on data coming from the real-word {em via} various sensors. It is shown that uncertainty issues are linked both to the…

Artificial Intelligence · Computer Science 2013-02-01 Charles Castel , Corine Cossart , Catherine Tessier

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Chaotic Dynamics · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

Understanding how local perturbations induce the transient dynamics of a network of coupled units is essential to control and operate such systems. Often a perturbation initiated in one unit spreads to other units whose dynamical state they…

Physics and Society · Physics 2021-06-02 Malte Schröder , Xiaozhu Zhang , Justine Wolter , Marc Timme

This paper over-approximates the reachable sets of a continuous-time uncertain system using the sensitivity of its trajectories with respect to initial conditions and uncertain parameters. We first prove the equivalence between an existing…

Systems and Control · Computer Science 2021-04-09 Pierre-Jean Meyer , Samuel Coogan , Murat Arcak

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

Deep neural network controllers for autonomous driving have recently benefited from significant performance improvements, and have begun deployment in the real world. Prior to their widespread adoption, safety guarantees are needed on the…

Machine Learning · Computer Science 2019-09-24 Rhiannon Michelmore , Matthew Wicker , Luca Laurenti , Luca Cardelli , Yarin Gal , Marta Kwiatkowska

For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…

Statistical Mechanics · Physics 2024-07-16 Katarzyna Macieszczak

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

Optimization and Control · Mathematics 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

We propose a method to outer bound forward reachable sets on finite horizons for uncertain nonlinear systems with polynomial dynamics. This method makes use of time-dependent polynomial storage functions that satisfy appropriate dissipation…

Systems and Control · Electrical Eng. & Systems 2020-05-18 He Yin , Andrew Packard , Murat Arcak , Peter Seiler

We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…

Optimization and Control · Mathematics 2023-01-06 Ariel Neufeld , Julian Sester , Mario Šikić

Autonomous agents are often tasked with operating in an area where feedback is unavailable. Inspired by such applications, this paper develops a novel switched systems-based control method for uncertain nonlinear systems with temporary loss…

Systems and Control · Computer Science 2018-03-16 Hsi-Yuan Chen , Zachary I. Bell , Patryk Deptula , Warren E. Dixon