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While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Systematic design and verification of advanced control strategies for complex systems under uncertainty largely remains an open problem. Despite the promise of blackbox optimization methods for automated controller tuning, they generally…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Joel A. Paulson , Ali Mesbah

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

The minimum-time control problem consists in finding a control policy that will drive a given dynamic system from a given initial state to a given target state (or a set of states) as quickly as possible. This is a well-known challenging…

Systems and Control · Computer Science 2015-03-19 Laurent Bako , Dulin Chen , Stéphane Lecoeuche

The stabilization of unstable nonlinear systems and tracking control are challenging engineering problems due to the encompassed nonlinearities in dynamic systems and their scale. In the past decades, numerous observer-based control designs…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Sebastian A. Nugroho , Suyash C. Vishnoi , Ahmad F. Taha , Christian G. Claudel

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

Standard chance constrained control algorithms typically rely on the assumption that uncertainties in vehicle states obey Gaussian statistics. Highly nonlinear systems tend to disrupt Gaussianity, challenging standard chance-constrained…

Optimization and Control · Mathematics 2026-04-07 Ethan Burnett , Spencer Boone

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

The problem of optimizing affine feedback laws that explicitly steer the mean and covariance of an uncertain system state in the presence of a Gaussian random field is considered. Spatially-dependent disturbances are successively…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Jack Ridderhof , Panagiotis Tsiotras

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…

Optimization and Control · Mathematics 2023-09-01 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese

This paper investigates adaptive control of nonlinear robot manipulators with parametric uncertainty. Motivated by generating closed-loop robot dynamics with enhanced transmission capability of a reference torque and with connection to…

Systems and Control · Electrical Eng. & Systems 2022-01-06 Hanlei Wang

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

Optimization and Control · Mathematics 2022-09-13 Erhan Bayraktar , Tao Chen

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…

Machine Learning · Computer Science 2020-06-26 Max Simchowitz , Karan Singh , Elad Hazan

This paper formulates adaptive controller design as a minimax dual control problem. The objective is to design a controller that minimizes the worst-case performance over a set of uncertain systems. The uncertainty is described by a set of…

Optimization and Control · Mathematics 2024-09-09 Olle Kjellqvist , Anders Rantzer

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…

Optimization and Control · Mathematics 2020-06-02 Alexander Zuyev , Iryna Vasylieva