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In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

We study the value of stochastic predictions in online optimal control with random disturbances. Prior work provides performance guarantees based on prediction error but ignores the stochastic dependence between predictions and…

Optimization and Control · Mathematics 2025-06-06 Yiheng Lin , Christopher Yeh , Zaiwei Chen , Adam Wierman

Water utilities aim to reduce the high electrical costs of Water Distribution Networks (WDNs), primarily driven by pumping. However, pump scheduling is challenging due to model uncertainties and water demand forecast errors. This paper…

Systems and Control · Electrical Eng. & Systems 2025-07-25 Mirhan Ürkmez , Carsten Kallesøe , Jan Dimon Bendtsen , Eric C. Kerrigan , John Leth

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…

Optimization and Control · Mathematics 2023-01-18 Pedro Zattoni Scroccaro , Arman Sharifi Kolarijani , Peyman Mohajerin Esfahani

Deadbeat Robust Model Predictive Control (DRMPC) is introduced as a new approach of Robust Model Predictive Control (RMPC) for linear systems with additive disturbances. Its main idea is to completely extinguish the effect of the…

Optimization and Control · Mathematics 2025-10-02 G. Schildbach

We present a framework to design nonlinear robust output feedback model predictive control (MPC) schemes that ensure constraint satisfaction under noisy output measurements and disturbances. We provide novel estimation methods to bound the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…

Optimization and Control · Mathematics 2024-06-12 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

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

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Despite great successes, model predictive control (MPC) relies on an accurate dynamical model and requires high onboard computational power, impeding its wider adoption in engineering systems, especially for nonlinear real-time systems with…

Systems and Control · Electrical Eng. & Systems 2023-07-03 Amin Vahidi-Moghaddam , Kaian Chen , Kaixiang Zhang , Zhaojian Li , Yan Wang , Kai Wu

Algorithms having uniform convergence with respect to their initial condition (i.e., with fixed-time stability) are receiving increasing attention for solving control and observer design problems under time constraints. However, we still…

Optimization and Control · Mathematics 2020-01-22 Rodrigo Aldana-López , David Gómez-Gutiérrez , Marco Tulio Angulo , Michael Defoort

This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…

Optimization and Control · Mathematics 2007-05-23 Piotr Bania

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng
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