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We present a novel strategy for robust dual control of linear time-invariant systems based on gain scheduling with performance guarantees. This work relies on prior results of determining uncertainty bounds of system parameters estimated…

Systems and Control · Electrical Eng. & Systems 2021-05-14 Janani Venkatasubramanian , Johannes Köhler , Julian Berberich , Frank Allgöwer

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

This paper presents a computationally efficient approach for robust Model Predictive Control of nonlinear systems by combining Random Fourier Features with tube-based MPC. Tube-based Model Predictive Control provides robust constraint…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Ákos M. Bokor , Tamás Dózsa , Felix Biertümpfel , Ádám Szabó

From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…

Optimization and Control · Mathematics 2025-03-19 Osama F. Abdel Aal , Necdet Sinan Ozbek , Jairo Viola , YangQuan Chen

We propose a new matrix pencil based approach for design of state-feedback and output-feedback stabilizing controllers for a general class of uncertain nonlinear strict-feedback-like systems. While the dynamic controller structure is based…

Optimization and Control · Mathematics 2022-06-08 Prashanth Krishnamurthy , Farshad Khorrami

This paper investigates the prescribed-time smooth control problem for a class of uncertain nonholonomic systems. With a novel smooth time-varying state transformation, the uncertain chained nonholonomic system is reformulated as an…

Optimization and Control · Mathematics 2024-09-06 Kang-Kang Zhang , Bin Zhou , Chenchen Fan , James Lam

We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…

Optimization and Control · Mathematics 2013-07-08 Martin Gugat

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…

Optimization and Control · Mathematics 2020-11-03 Ilyas Fatkhullin , Boris Polyak

We study finite horizon linear quadratic control with additive noise in a perturbancewise framework that unifies the classical model, a constraint embedded affine policy class, and a distributionally robust formulation with a Wasserstein…

Optimization and Control · Mathematics 2025-11-11 Haoran Zhang , Wenhao Zhang , Xianping Wu

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 paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

This paper presents a new data-driven robust predictive control law, for linear systems affected by unknown-but-bounded process disturbances. A sequence of input-state data is used to construct a suitable uncertainty representation based on…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Renato Quartullo , Andrea Garulli , Mirko Leomanni

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng