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This paper explores stochastic control models in the context of decarbonization within the energy market. We study three progressively complex scenarios: (1) a single firm operating with two technologies-one polluting and one clean,(2)two…

General Finance · Quantitative Finance 2025-06-18 Benhao Du , Thomas Treillard , Francois Wang

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

Data-free knowledge distillation is a challenging model lightweight task for scenarios in which the original dataset is not available. Previous methods require a lot of extra computational costs to update one or more generators and their…

Computer Vision and Pattern Recognition · Computer Science 2023-02-24 Yuzheng Wang , Zuhao Ge , Zhaoyu Chen , Xian Liu , Chuangjia Ma , Yunquan Sun , Lizhe Qi

Structured prediction models aim at solving a type of problem where the output is a complex structure, rather than a single variable. Performing knowledge distillation for such models is not trivial due to their exponentially large output…

Machine Learning · Computer Science 2022-03-10 Wenye Lin , Yangming Li , Lemao Liu , Shuming Shi , Hai-tao Zheng

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to…

Optimization and Control · Mathematics 2020-01-01 Jack Umenberger , Thomas B. Schon

Simulations of the dynamic deformations of metal samples require elastic-plastic constitutive updates of the material behavior to be performed over a small time step between updates, as dictated by the Courant condition. Depending on the…

Materials Science · Physics 2007-05-23 S. N. Kuchnicki , A. M. Cuitino , R. A. Radovitzky

Materials discovery driven by statistical property models is an iterative decision process, during which an initial data collection is extended with new data proposed by a model-informed acquisition function--with the goal to maximize a…

Materials Science · Physics 2023-12-08 Mario Boley , Felix Luong , Simon Teshuva , Daniel F Schmidt , Lucas Foppa , Matthias Scheffler

Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Riccardo Zuliani , Efe C. Balta , Alisa Rupenyan , John Lygeros

As a useful and efficient alternative to generic model-based control scheme, data-driven predictive control is subject to bias-variance trade-off and is known to not perform desirably in face of uncertainty. Through the connection between…

Optimization and Control · Mathematics 2025-05-26 Malika Sader , Yibo Wang , Dexian Huang , Chao Shang , Biao Huang

The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental…

Optimization and Control · Mathematics 2024-02-28 Matteo Basei , Giorgio Ferrari , Neofytos Rodosthenous

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Fei Li , Huiping Li , Yuyao He

Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future…

Machine Learning · Statistics 2016-08-12 Edgar D. Klenske , Philipp Hennig

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-03-12 Takumi Kawashima , Qing Yu , Akari Asai , Daiki Ikami , Kiyoharu Aizawa

We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…

Optimization and Control · Mathematics 2022-08-10 Tzanis Anevlavis , Zexiang Liu , Necmiye Ozay , Paulo Tabuada

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

Machine Learning · Computer Science 2024-01-29 António Farinhas , Chrysoula Zerva , Dennis Ulmer , André F. T. Martins

Duality of control and estimation allows mapping recent advances in data-guided control to the estimation setup. This paper formalizes and utilizes such a mapping to consider learning the optimal (steady-state) Kalman gain when process and…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Shahriar Talebi , Amirhossein Taghvaei , Mehran Mesbahi

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens