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Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

In this study, we propose new global stabilization approaches for a class of polynomial systems in both model-based and data-driven settings. The existing model-based approach guarantees global asymptotic stability of the closed-loop system…

Optimization and Control · Mathematics 2025-05-21 Huayuan Huang , M. Kanat Camlibel , Raffaella Carloni , Henk J. van Waarde

Validating and controlling safety-critical systems in uncertain environments necessitates probabilistic reachable sets of future state evolutions. The existing methods of computing probabilistic reachable sets normally assume that…

Systems and Control · Electrical Eng. & Systems 2025-02-03 Xun Shen , Ye Wang , Kazumune Hashimoto , Yuhu Wu , Sebastien Gros

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

For data-driven control of nonlinear systems, the basis functions characterizing the dynamics are usually essential. In existing works, the basis functions are often carefully chosen based on pre-knowledge of the dynamics so that the system…

Optimization and Control · Mathematics 2023-04-27 Meichen Guo , Claudio De Persis , Pietro Tesi

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

Here, we study the ultimately bounded stability of network of mismatched systems using Lyapunov direct method. The upper bound on the error of oscillators from the center of the neighborhood is derived. Then the performance of an adaptive…

Systems and Control · Computer Science 2015-11-20 Saeed Manaffam , Alireza Seyedi , Azadeh Vosoughi , Tara Javidi

Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…

Mathematical Physics · Physics 2020-12-24 David Sutter , Omar Fawzi , Renato Renner

As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Robert Dyro , James Harrison , Apoorva Sharma , Marco Pavone

This work proposes an algorithm to bound the minimum distance between points on trajectories of a dynamical system and points on an unsafe set. Prior work on certifying safety of trajectories includes barrier and density methods, which do…

Optimization and Control · Mathematics 2023-06-16 Jared Miller , Mario Sznaier

In this paper, a novel design scheme is introduced to solve the optimal control problem for nonlinear systems with unsymmetrical and state-dependent input constraints. By introducing an initial stabilizing control policy as the baseline of…

Systems and Control · Electrical Eng. & Systems 2022-11-18 Yangguang Yu , Xiangke Wang , Zhiyong Sun , Lincheng Shen

This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…

Optimization and Control · Mathematics 2022-07-26 Weihai Zhang , Liqiang Yao

We provide novel dissipativity conditions for bounding the incremental L-1 gain of systems. Moreover, we adapt existing results on the L-infinity gain to the incremental setting and relate the incremental L-1 and L-infinity gain bounds…

Optimization and Control · Mathematics 2022-07-12 Dimitris Kousoulidis , Fulvio Forni

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

Probability · Mathematics 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…

Dynamical Systems · Mathematics 2023-04-13 Svetlin Georgiev , Sergey Kryzhevich
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