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As autonomous robots increasingly become part of daily life, they will often encounter dynamic environments while only having limited information about their surroundings. Unfortunately, due to the possible presence of malicious dynamic…

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

Machine Learning · Computer Science 2019-08-19 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…

Systems and Control · Electrical Eng. & Systems 2021-04-26 Alberto Mellone , Giordano Scarciotti

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

Machine Learning · Computer Science 2020-05-19 Dhruv Malik , Ashwin Pananjady , Kush Bhatia , Koulik Khamaru , Peter L. Bartlett , Martin J. Wainwright

We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…

Systems and Control · Computer Science 2013-10-28 Krishnamurthy Dvijotham , Emanuel Todorov , Maryam Fazel

The transfer of reinforcement learning (RL) techniques into real-world applications is challenged by safety requirements in the presence of physical limitations. Most RL methods, in particular the most popular algorithms, do not support…

Systems and Control · Computer Science 2021-05-18 Kim P. Wabersich , Melanie N. Zeilinger

We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman's "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Raman Goyal , Ran Wang

The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

Optimization and Control · Mathematics 2018-09-11 Kazuhide Okamoto , Panagiotis Tsiotras

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

In this paper, we consider the tracking control problem for robot manipulators which are affected by constant bounded disturbances. Three control schemes are applied for the problem, which composed of integral action and tracking…

Systems and Control · Electrical Eng. & Systems 2020-08-18 Amir. A. Ghavifekr , Saeed Pezeshki , Arash Arjmandi

This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…

Optimization and Control · Mathematics 2018-09-05 Marco Lauricella , Lorenzo Fagiano

The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…

Optimization and Control · Mathematics 2025-03-27 Alexander Fradkov

We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the "robust identification error" framework in…

Optimization and Control · Mathematics 2013-03-21 Ian R. Manchester , Mark M. Tobenkin , Jennifer Wang

We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

With the increase in data availability, it has been widely demonstrated that neural networks (NN) can capture complex system dynamics precisely in a data-driven manner. However, the architectural complexity and nonlinearity of the NNs make…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Shaoru Chen , Kong Yao Chee , Nikolai Matni , M. Ani Hsieh , George J. Pappas

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson
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