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Discrete time control systems whose dynamics and observations are described by stochastic equations are common in engineering, operations research, health care, and economics. For example, stochastic filtering problems are usually defined…

Optimization and Control · Mathematics 2025-02-05 Eugene A. Feinberg , Sayaka Ishizawa , Pavlo O. Kasyanov , David N. Kraemer

In this paper, we propose a compositional framework for the synthesis of safety controllers for networks of partially-observed discrete-time stochastic control systems (a.k.a. continuous-space POMDPs). Given an estimator, we utilize a…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Niloofar Jahanshahi , Abolfazl Lavaei , Majid Zamani

We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle…

Machine Learning · Computer Science 2024-06-05 Filippo Valdettaro , A. Aldo Faisal

Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…

Robotics · Computer Science 2022-04-07 Rel Guzman , Rafael Oliveira , Fabio Ramos

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

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

Controller synthesis for hybrid systems that satisfy temporal specifications expressing various system properties is a challenging problem that has drawn the attention of many researchers. However, making the assumption that such temporal…

Systems and Control · Computer Science 2015-10-27 Dorsa Sadigh , Ashish Kapoor

A novel reinforcement learning scheme to synthesize policies for continuous-space Markov decision processes (MDPs) is proposed. This scheme enables one to apply model-free, off-the-shelf reinforcement learning algorithms for finite MDPs to…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Abolfazl Lavaei , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Majid Zamani

Recent decision-making systems are increasingly complicated, making it crucial to verify and understand their behavior for a given specification. A promising approach is to comprehensively explain undesired behavior in the systems modeled…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Ryohei Oura , Yuji Ito

For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Systems and Control · Computer Science 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Model predictive control (MPC) has been successful in applications involving the control of complex physical systems. This class of controllers leverages the information provided by an approximate model of the system's dynamics to simulate…

Machine Learning · Computer Science 2020-10-09 Rel Guzman , Rafael Oliveira , Fabio Ramos

This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Marcel Menner , Karl Berntorp

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Complex real-world applications of cyber-physical systems give rise to the need for multi-objective controller synthesis, which concerns the problem of computing an optimal controller subject to multiple (possibly conflicting) criteria. The…

Artificial Intelligence · Computer Science 2022-03-04 Shenghui Chen , Kayla Boggess , David Parker , Lu Feng

Learning stabilizing controllers from data is an important task in engineering applications; however, collecting informative data is challenging because unstable systems often lead to rapidly growing or erratic trajectories. In this work,…

Optimization and Control · Mathematics 2026-02-11 Steffen W. R. Werner , Benjamin Peherstorfer

Control theory plays a pivotal role in understanding and optimizing the behavior of complex dynamical systems across various scientific and engineering disciplines. Two key frameworks that have emerged for modeling and solving control…

Methodology · Statistics 2025-04-15 Alice Cleynen , Benoîte de Saporta , Orlane Rossini , Régis Sabbadin , Amélie Vernay

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard