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Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Jiachen Qian , Yang Zheng

In this paper, we address two minimal controllability problems, where the goal is to determine a minimal subset of state variables in a linear time-invariant system to be actuated to ensure controllability under additional constraints.…

Optimization and Control · Mathematics 2016-04-20 Sergio Pequito , Guilherme Ramos , Soummya Kar , A. Pedro Aguiar , Jaime Ramos

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

There is an emerging trend in applying deep learning methods to control complex nonlinear systems. This paper considers enhancing the runtime safety of nonlinear systems controlled by neural networks in the presence of disturbance and…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jianglin Lan , Siyuan Zhan , Ron Patton , Xianxian Zhao

This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and…

Optimization and Control · Mathematics 2017-02-21 Andrey Bernstein

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

This paper deals with the development and analysis of novel time-optimal point-to-point model predictive control concepts for nonlinear systems. Recent approaches in the literature apply a time transformation, however, which do not maintain…

Systems and Control · Electrical Eng. & Systems 2022-01-06 Christoph Rösmann , Artemi Makarow , Torsten Bertram

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…

Optimization and Control · Mathematics 2016-07-25 Sandra Astete-Morales , Marie-Liesse Cauwet , Olivier Teytaud

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

This paper addresses safe distributed online optimization over an unknown set of linear safety constraints. A network of agents aims at jointly minimizing a global, time-varying function, which is only partially observable to each…

Optimization and Control · Mathematics 2023-02-27 Ting-Jui Chang , Sapana Chaudhary , Dileep Kalathil , Shahin Shahrampour

This paper focuses on an adaptive and fault-tolerant vision-guided robotic system that enables to choose the most appropriate control action if partial or complete failure of the vision system in the short term occurs. Moreover, the…

Robotics · Computer Science 2022-09-07 Farhad Aghili

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…

Optimization and Control · Mathematics 2023-08-17 Feras Al Taha , Shuhao Yan , Eilyan Bitar

We study online control for continuous-time linear systems with finite sampling rates, where the objective is to design an online procedure that learns under non-stochastic noise and performs comparably to a fixed optimal linear controller.…

Optimization and Control · Mathematics 2025-06-10 Jingwei Li , Jing Dong , Can Chang , Baoxiang Wang , Jingzhao Zhang

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie