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We present a learning-based predictive control methodology using the differentiable programming framework with probabilistic Lyapunov-based stability guarantees. The neural Lyapunov differentiable predictive control (NLDPC) learns the…

Systems and Control · Electrical Eng. & Systems 2025-10-27 Sayak Mukherjee , Ján Drgoňa , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

Optimal control (OC) algorithms such as Differential Dynamic Programming (DDP) take advantage of the derivatives of the dynamics to efficiently control physical systems. Yet, in the presence of nonsmooth dynamical systems, such class of…

Modelling real world systems involving humans such as biological processes for disease treatment or human behavior for robotic rehabilitation is a challenging problem because labeled training data is sparse and expensive, while high…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Wenxin Xiao , Armin Lederer , Sandra Hirche

This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…

Optimization and Control · Mathematics 2019-10-04 David Mguni

Deep learning is built on the foundational guarantee that gradient descent on an objective function converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, that exhibit multiple…

Machine Learning · Computer Science 2019-05-14 Alistair Letcher , David Balduzzi , Sebastien Racaniere , James Martens , Jakob Foerster , Karl Tuyls , Thore Graepel

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Takahito Fujimori

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

Objective. Precise control of neural systems is essential to experimental investigations of how the brain controls behavior and holds the potential for therapeutic manipulations to correct aberrant network states. Model predictive control,…

Neurons and Cognition · Quantitative Biology 2024-08-06 Christof Fehrman , C. Daniel Meliza

In this article, we study a continuous-time stochastic $H_\infty$ control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-quadratic two-person zero-sum differential game (LQZSG).…

Optimization and Control · Mathematics 2024-10-02 Zhongshi Sun , Guangyan Jia

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

Optimization and Control · Mathematics 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such…

Quantitative Methods · Quantitative Biology 2014-12-30 Carl Boettiger , Marc Mangel , Stephan Munch

Most existing decentralized learning methods with differential privacy (DP) guarantee rely on constant gradient clipping bounds and fixed-level DP Gaussian noises for each node throughout the training process, leading to a significant…

Machine Learning · Computer Science 2025-05-13 Zehan Zhu , Yan Huang , Xin Wang , Shouling Ji , Jinming Xu

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

We propose the multistep port-Hamiltonian Gaussian process (MS-PHS GP) to learn physically consistent continuous-time dynamics and a posterior over the Hamiltonian from noisy, irregularly-sampled trajectories. By placing a GP prior on the…

Machine Learning · Computer Science 2025-10-07 Chi Ho Leung , Philip E. Paré

Given a Brownian motion $W$ and a stationary Poisson point process $p$ with values in ${\mathbb R}^d$, we prove a Dynamic Programming Principle (DPP) in a strong formulation for a stochastic control problem involving controlled SDEs of the…

Probability · Mathematics 2024-09-12 Alessandro Bondi , Enrico Priola

Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics, defense, energy systems and etc. However, compared to single-agent control problems, the…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Bolei Di , Andrew Lamperski