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Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Applications · Statistics 2022-02-01 George V. Moustakides

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

In this paper, a novel robust tracking control scheme for a general class of discrete-time nonlinear systems affected by unknown bounded uncertainty is presented. By solving a parameterized optimal tracking control problem subject to the…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Alexandros Tanzanakis , John Lygeros

This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Amir Modares , Bahare Kiumarsi , Hamidreza Modares

We present an empirical, gradient-based method for solving data-driven stochastic optimal control problems using the theory of kernel embeddings of distributions. By embedding the integral operator of a stochastic kernel in a reproducing…

Optimization and Control · Mathematics 2022-09-20 Adam J. Thorpe , Jake A. Gonzales , Meeko M. K. Oishi

We consider adaptive control problem in presence of nonlinear parametrization of uncertainties in the model. It is shown that despite traditional approaches require for domination in the control loop during adaptation, it is not often…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Cees van Leeuwen

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Optimization and Control · Mathematics 2025-05-13 Boyang Shen , Junyi Liu

Successful robotic operation in stochastic environments relies on accurate characterization of the underlying probability distributions, yet this is often imperfect due to limited knowledge. This work presents a control algorithm that is…

Robotics · Computer Science 2021-01-19 Haruki Nishimura , Negar Mehr , Adrien Gaidon , Mac Schwager

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

This paper presents a robust and kernelized data-enabled predictive control (RoKDeePC) algorithm to perform model-free optimal control for nonlinear systems using only input and output data. The algorithm combines robust predictive control…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Linbin Huang , John Lygeros , Florian Dörfler

This paper presents a scheme for dual robust control of batch processes under parametric uncertainty. The dual-control paradigm arises in the context of adaptive control. A trade-off should be decided between the control actions that…

Systems and Control · Electrical Eng. & Systems 2019-06-21 Radoslav Paulen , Miroslav Fikar

Data-driven decision-making under uncertainty typically presumes the collection of historical data from an unknown target probability distribution. However, one may have no access to any data from the target distribution prior to…

Optimization and Control · Mathematics 2026-04-23 Xianyu Li , Huan Xu , Xiaolin Huang , Chao Shang

We study multistage distributionally robust linear optimization, where the uncertainty set is defined as a ball of distribution centered at a scenario tree using the nested distance. The resulting minimax problem is notoriously difficult to…

Optimization and Control · Mathematics 2024-07-24 Rui Gao , Rohit Arora , Yizhe Huang

We present a new approach to parametric robust controller design, where we compute controllers of arbitrary order and structure which minimize the worst-case $H_\infty$ norm over a pre-specified set of uncertain parameters. At the core of…

Optimization and Control · Mathematics 2020-04-14 P. Apkarian , M. N. Dao , D. Noll

This paper addresses the challenges of distributed formation control in multiple mobile robots, introducing a novel approach that enhances real-world practicability. We first introduce a distributed estimator using a variable structure and…

Robotics · Computer Science 2024-03-26 Zhe Xu , Tao Yan , Simon X. Yang , S. Andrew Gadsden , Mohammad Biglarbegian

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

A new data-enabled control technique for uncertain linear time-invariant systems, recently conceived by Coulson et\ al., builds upon the direct optimization of controllers over input/output pairs drawn from a large dataset. We adopt an…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Filippo Fabiani , Paul J. Goulart

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Mohammad Alsalti , Victor G. Lopez , Julian Berberich , Frank Allgöwer , Matthias A. Müller
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