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In many specific scenarios, accurate and effective system identification is a commonly encountered challenge in the model predictive control (MPC) formulation. As a consequence, the overall system performance could be significantly weakened…

Multiagent Systems · Computer Science 2023-03-21 Jun Ma , Zilong Cheng , Wenxin Wang , Abdullah Al Mamun , Clarence W. de Silva , Tong Heng Lee

We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…

Optimization and Control · Mathematics 2021-09-21 Joshua Comden , Ahmed S. Zamzam , Andrey Bernstein

Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings.…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Zhexuan Zeng , Ruikun Zhou , Yiming Meng , Jun Liu

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

We develop a learning-based algorithm for the control of autonomous systems governed by unknown, nonlinear dynamics to satisfy user-specified spatio-temporal tasks expressed as signal temporal logic specifications. Most existing algorithms…

Robotics · Computer Science 2021-10-12 Christos K. Verginis , Zhe Xu , Ufuk Topcu

This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…

Systems and Control · Computer Science 2011-09-20 Zhongkui Li , Zhisheng Duan , Lihua Xie , Xiangdong Liu

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 propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…

Probability · Mathematics 2017-12-06 N. Baradel , B. Bouchard , Ngoc Minh Dang

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Mirhan Urkmez , Shahab Heshmati-Alamdari

We present a novel robust control framework for continuous-time, perturbed nonlinear dynamical systems with uncertainty that depends nonlinearly on both the state and control inputs. Unlike conventional approaches that impose structural…

Optimization and Control · Mathematics 2025-07-21 Sihang Wei , Melkior Ornik , Hiroyasu Tsukamoto

The ability to deal with systems parametric uncertainties is an essential issue for heavy self-driving vehicles in unconfined environments. In this sense, robust controllers prove to be efficient for autonomous navigation. However,…

In this paper, we present a robust distributed model predictive control (DMPC) scheme for dynamically decoupled nonlinear systems which are subject to state constraints, coupled state constraints and input constraints. In the proposed…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Adrian Wiltz , Fei Chen , Dimos V. Dimarogonas

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

This paper addresses the problem of data-driven computation of controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. With a focus on continuous-space stochastic…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani