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This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Neural and Evolutionary Computing · Computer Science 2015-07-29 Yury Sokolov , Robert Kozma , Ludmilla D. Werbos , Paul J. Werbos

We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an…

Machine Learning · Computer Science 2019-03-11 R. Srikant , Lei Ying

This paper presents new classes of consensus protocols with fixed-time convergence, which enable the definition of an upper bound for consensus state as a parameter of the consensus protocol, ensuring its independence from the initial…

Optimization and Control · Mathematics 2019-12-05 R. Aldana-López , D. Gómez-Gutiérrez , E. Jiménez-Rodríguez , J. D. Sánchez-Torres , A. G. Loukianov

Time-varying optimization problems are central to many engineering applications, where performance metrics and system constraints evolve dynamically with time. Several algorithms have been proposed to address these problems; a common…

Optimization and Control · Mathematics 2025-10-28 Gianluca Bianchin , Bryan Van Scoy

In this paper, we present the discrete-time unbiased extremum seeking (ES) algorithm for n-dimensional (nD) static quadratic maps in the presence of unknown time-varying measurement delays bounded by known constants which can be large. The…

Optimization and Control · Mathematics 2026-04-07 Adam Jbara , Emilia Fridman , Xuefei Yang

All the existing source-seeking algorithms for unicycle models in GPS-denied settings guarantee at best an exponential rate of convergence over an infinite interval. Using the recently introduced time-varying feedback tools for…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Velimir Todorovski , Miroslav Krstic

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…

Optimization and Control · Mathematics 2025-03-20 Shivanshu Tripathi , Abed AlRahman Al Makdah , Fabio Pasqualetti

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

Optimization and Control · Mathematics 2020-11-13 Yoshihiro Kanno

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

In this paper, we perform Lyapunov based analysis of the loss function to derive an a priori upper bound on the settling time of deep neural networks. While previous studies have attempted to understand deep learning using control theory…

Machine Learning · Computer Science 2020-09-17 Anushree Rankawat , Mansi Rankawat , Harshal B. Oza

This paper concerns the adaptive control of a class of discrete-time nonlinear systems with all states accessible. Recently, a high-order tuner algorithm was developed for the minimization of convex loss functions with time-varying…

Optimization and Control · Mathematics 2023-03-21 Peter A. Fisher , Anuradha M. Annaswamy

We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and…

Optimization and Control · Mathematics 2021-06-22 Yiheng Lin , Yang Hu , Haoyuan Sun , Guanya Shi , Guannan Qu , Adam Wierman

In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference…

Analysis of PDEs · Mathematics 2011-02-03 U. Koley , S. Mishra , N. H. Risebro , And M. Svard

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Machine Learning · Computer Science 2017-10-10 T. W. U. Madhushani , D. H. S. Maithripala , N. E. Leonard

The super-twisting differentiator, also known as the first-order robust exact differentiator, is a well known sliding mode differentiator. In the absence of measurement noise, it achieves exact reconstruction of the time derivative of a…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Richard Seeber

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant

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

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu
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