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Related papers: Neural Stochastic Control

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We study the optimal control of multiple-input and multiple-output dynamical systems via the design of neural network-based controllers with stability and output tracking guarantees. While neural network-based nonlinear controllers have…

Systems and Control · Electrical Eng. & Systems 2023-05-30 Wenqi Cui , Yan Jiang , Baosen Zhang , Yuanyuan Shi

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

Asynchronous stochastic approximations (SAs) are an important class of model-free algorithms, tools and techniques that are popular in multi-agent and distributed control scenarios. To counter Bellman's curse of dimensionality, such…

Optimization and Control · Mathematics 2019-05-03 Arunselvan Ramaswamy , Shalabh Bhatnagar , Daniel E. Quevedo

In this paper, stochastic optimal control problems in continuous time and space are considered. In recent years, such problems have received renewed attention from the lens of reinforcement learning (RL) which is also one of our motivation.…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

This paper presents a theoretical overview of a Neural Contraction Metric (NCM): a neural network model of an optimal contraction metric and corresponding differential Lyapunov function, the existence of which is a necessary and sufficient…

Machine Learning · Computer Science 2021-10-05 Hiroyasu Tsukamoto , Soon-Jo Chung , Jean-Jacques Slotine , Chuchu Fan

This paper is concerned with the problem of stabilizing continuous-time linear time-invariant systems subject to quantization and Denial-of-Service (DoS) attacks. In this context, two DoS-induced challenges emerge with the design of…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

This paper provides a constructive passivity-based control approach to solve the set-point regulation problem for input-affine continuous nonlinear systems while considering saturation in the inputs. As customarily in passivity-based…

Systems and Control · Electrical Eng. & Systems 2021-09-23 Pablo Borja , Carmen Chan-Zheng , Jacquelien M. A. Scherpen

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

Control Lyapunov Functions (CLF) method gives a constructive tool for stabilization of nonlinear systems. To find a CLF, many methods have been proposed in the literature, e.g. backstepping for cascaded systems and sum of squares (SOS)…

Systems and Control · Computer Science 2019-04-04 Anton V. Proskurnikov , Manuel Mazo

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

Synaptic plasticity poses itself as a powerful method of self-regulated unsupervised learning in neural networks. A recent resurgence of interest has developed in utilizing Artificial Neural Networks (ANNs) together with synaptic plasticity…

Neural and Evolutionary Computing · Computer Science 2021-11-09 Samuel Schmidgall , Joe Hays

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

This work proposes a unified control architecture that couples a Reinforcement Learning (RL)-driven controller with a disturbance-rejection Extended State Observer (ESO), complemented by an Event-Triggered Mechanism (ETM) to limit…

Optimization and Control · Mathematics 2026-01-01 Ningwei Bai , Chi Pui Chan , Qichen Yin , Tengyang Gong , Yunda Yan , Zezhi Tang

We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…

Optimization and Control · Mathematics 2023-09-15 Wilhelm Stannat , Alexander Vogler , Lukas Wessels

This paper studies economic model predictive Control (EMPC) schemes, where the stage cost depends only on control inputs. Such problems arise in applications like water distribution networks and differ from standard EMPC since multiple…

Optimization and Control · Mathematics 2026-04-28 Alireza Arastou , Ye Wang , Erik Weyer

Classical discrete-time adaptive controllers provide asymptotic stabilization. While the original adaptive controllers did not handle noise or unmodelled dynamics well, redesigned versions were proven to have some tolerance; however,…

Optimization and Control · Mathematics 2017-11-28 Daniel E. Miller

In this work, we investigate the problem of simultaneously learning and controlling a system subject to adversarial choices of disturbances and system parameters. We study the problem for a scalar system with $l_\infty$-norm bounded…

Optimization and Control · Mathematics 2018-12-31 Dimitar Ho , Nikolai Matni , John C. Doyle

The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Lenart Treven , Sebastian Curi , Mojmir Mutny , Andreas Krause