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Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when…

Systems and Control · Electrical Eng. & Systems 2021-09-23 Benjamin Karg , Teodoro Alamo , Sergio Lucia

In a recent paper we have shown how to learn controllers for unknown linear systems using finite-sized noisy data by solving linear matrix inequalities. In this note we extend this approach to deal with unknown nonlinear polynomial systems…

Optimization and Control · Mathematics 2020-11-17 Meichen Guo , Claudio De Persis , Pietro Tesi

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

In this paper we introduce a novel approach to distributionally robust optimal control that supports online learning of the ambiguity set, while guaranteeing recursive feasibility. We introduce conic representable risk, which is useful to…

Systems and Control · Electrical Eng. & Systems 2021-12-13 Peter Coppens , Panagiotis Patrinos

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Joshua Pilipovsky , Panagiotis Tsiotras

We provide out-of-sample certificates on the controlled invariance property of a given set with respect to a class of black-box linear systems. Specifically, we consider linear time-invariant models whose state space matrices are known only…

Optimization and Control · Mathematics 2022-02-17 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…

Robotics · Computer Science 2026-02-04 Xinhang Ma , Junlin Wu , Yiannis Kantaros , Yevgeniy Vorobeychik

Both the level of conservativeness and the computational burden in robust optimization are critically influenced by uncertainty set design. However, contextual side information is rarely exploited in robust dispatch of power systems…

Optimization and Control · Mathematics 2026-05-11 Zhaojun Ruan , Yulin Liu , Le Fu , Libao Shi

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

This survey presents recent research on determining control-theoretic properties and designing controllers with rigorous guarantees using semidefinite programming and for nonlinear systems for which no mathematical models but measured…

Optimization and Control · Mathematics 2023-11-06 Tim Martin , Thomas B. Schön , Frank Allgöwer

We address the problem of designing a stabilizing closed-loop control law directly from input and state measurements collected in an open-loop experiment. In the presence of noise in data, we have that a set of dynamics could have generated…

Systems and Control · Electrical Eng. & Systems 2022-08-31 Andrea Bisoffi , Claudio De Persis , Pietro Tesi

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…

Machine Learning · Computer Science 2024-03-07 Zhun Deng , Thomas P. Zollo , Jake C. Snell , Toniann Pitassi , Richard Zemel