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The paper presents Maximal Ellipsoid Backward Reachable Trees MAXELLIPSOID BRT, which is a multi-query algorithm for planning of dynamic systems under stochastic motion uncertainty and constraints on the control input. In contrast to…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Naman Aggarwal , Jonathan P. How

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

We study the asymptotic optimality of abstraction-based control synthesis algorithms. Specifically, we consider uncertain MDP (UMDP) abstraction, and investigate whether refinement leads to optimal results, i.e., an optimal controller and…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Ibon Gracia , Morteza Lahijanian

We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…

Risk Management · Quantitative Finance 2024-02-05 Marlon Moresco , Mélina Mailhot , Silvana M. Pesenti

In this paper we consider distributed adaptive stabilization for uncertain multivariable linear systems with a time-varying diagonal matrix gain. We show that uncertain multivariable linear systems are stabilizable by diagonal matrix high…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zhiyong Sun , Anders Rantzer , Zhongkui Li , Anders Robertsson

In this paper, a new yet indirect performance guaranteed framework is established to address the distributed tracking control problem for networked uncertain nonlinear strict-feedback systems with unknown time-varying gains under a directed…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Zeqiang Li , Yujuan Wang , Xiucai Huang

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Ye Wang , Chris Manzie

In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution…

Optimization and Control · Mathematics 2026-02-27 Yanru Guo , Ruiwei Jiang , Siqian Shen

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

Optimization and Control · Mathematics 2018-11-27 Georgios Kotsalis , Guanghui Lan

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

This paper studies the synthesis of controllers for discrete-time, continuous state stochastic systems subject to omega-regular specifications using finite-state abstractions. We present a synthesis algorithm for minimizing or maximizing…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Maxence Dutreix , Jeongmin Huh , Samuel Coogan

Probabilistic prediction of stochastic dynamical systems (SDSs) aims to accurately predict the conditional probability distributions of future states. However, accurate probabilistic predictions tightly hinge on accurate distributional…

Optimization and Control · Mathematics 2026-04-21 Tao Xu , Jianping He

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…

Optimization and Control · Mathematics 2023-08-17 Feras Al Taha , Shuhao Yan , Eilyan Bitar

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…

Systems and Control · Computer Science 2012-08-21 Igor G. Vladimirov , Ian R. Petersen

We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…

Computer Science and Game Theory · Computer Science 2026-03-02 Kush Grover , Markel Zubia , Debraj Chakraborty , Muqsit Azeem , Nils Jansen , Jan Kretinsky

Formal control synthesis approaches over stochastic systems have received significant attention in the past few years, in view of their ability to provide provably correct controllers for complex logical specifications in an automated…

Systems and Control · Computer Science 2016-02-04 Majid Zamani , Ilya Tkachev , Alessandro Abate