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In process operations, it is desirable to manage the sensitivity of the system output against external disturbance in the form of finite $\mathcal{L}_2$-gain stabilization. This matter is, however, nonsensical for stochastic systems because…
We present a novel strategy for robust dual control of linear time-invariant systems based on gain scheduling with performance guarantees. This work relies on prior results of determining uncertainty bounds of system parameters estimated…
In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…
This brief gives a set of unified Lyapunov stability conditions to guarantee the predefined-time/finite-time stability of a dynamical systems. The derived Lyapunov theorem for autonomous systems establishes equivalence with existing…
Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…
Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…
This work studies the planning problem for robotic systems under both quantifiable and unquantifiable uncertainty. The objective is to enable the robotic systems to optimally fulfill high-level tasks specified by Linear Temporal Logic (LTL)…
In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular, we obtain improved dynamic algorithms that, given an unweighted and…
The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal…
We explore the possibility of exact algorithmic learning with gradient-based methods and introduce a differentiable framework capable of strong length generalization on arithmetic tasks. Our approach centers on Differentiable Finite-State…
Optimization algorithms have a rich and fundamental relationship with ordinary differential equations given by its continuous-time limit. When the cost function varies with time -- typically in response to a dynamically changing environment…
We study two time-scale linear stochastic approximation algorithms, which can be used to model well-known reinforcement learning algorithms such as GTD, GTD2, and TDC. We present finite-time performance bounds for the case where the…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…
We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…
We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…
A procedure for the design of fixed-gain tracking filters, using an augmented-state observer with signal and interference subspaces, is proposed. The signal subspace incorporates an integrating Newtonian model and a second-order maneuver…
This paper presents a time discretization of the robust exact filtering differentiator, a sliding mode differentiator coupled to filter, which provides a suitable approximation to the derivatives of some noisy signals. This proposal takes…
Ultrasound Computed Tomography (USCT) constitutes a nonlinear inverse problem with inherent ill-posedness that can benefit from regularization through diffusion generative priors. However, traditional approaches for solving Helmholtz…
Differentially private distributed stochastic optimization has become a hot topic due to the urgent need of privacy protection in distributed stochastic optimization. In this paper, two-time scale stochastic approximation-type algorithms…