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We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

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

Discrete abstractions have become a standard approach to assist control synthesis under complex specifications. Most techniques for the construction of discrete abstractions are based on sampling of both the state and time spaces, which may…

Systems and Control · Electrical Eng. & Systems 2019-09-20 Pian Yu , Dimos V. Dimarogonas

Providing safety guarantees for stochastic dynamical systems is a central problem in various fields, including control theory, machine learning, and robotics. Existing methods either employ Stochastic Barrier Functions (SBFs) or rely on…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Luca Laurenti , Morteza Lahijanian

Recent efforts in the development of autonomous driving technology have induced great advancements in perception, planning and control systems. Model predictive control is one of the most popular advanced control methods, but its…

Systems and Control · Electrical Eng. & Systems 2024-10-17 Matheus Wagner , Julio E. Normey-Rico

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

A common technique to verify complex logic specifications for dynamical systems is the construction of symbolic abstractions: simpler, finite-state models whose behaviour mimics the one of the systems of interest. Typically, abstractions…

Systems and Control · Electrical Eng. & Systems 2023-03-30 Rudi Coppola , Andrea Peruffo , Manuel Mazo

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

Contextual MDPs are powerful tools with wide applicability in areas from biostatistics to machine learning. However, specializing them to offline datasets has been challenging due to a lack of robust, theoretically backed methods. Our work…

Machine Learning · Statistics 2026-05-06 Riddhiman Bhattacharyya , Sayak Chakrabarty , Imon Banerjee

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

We propose a control design method for linear time-invariant systems that iteratively learns to satisfy unknown polyhedral state constraints. At each iteration of a repetitive task, the method constructs an estimate of the unknown…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Charlott Vallon , Francesco Borrelli

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…

Artificial Intelligence · Computer Science 2021-11-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Ahmadreza Marandi , Marnix Suilen , Ufuk Topcu

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We provide a method to design adaptive controllers for nonlinear systems using model predictive control (MPC). By combining a certainty-equivalent MPC formulation with least-mean-square parameter adaptation, we obtain an adaptive controller…

Optimization and Control · Mathematics 2026-03-19 Johannes Köhler

Given a Markov decision process (MDP) and a linear-time ($\omega$-regular or LTL) specification, the controller synthesis problem aims to compute the optimal policy that satisfies the specification. More recently, problems that reason over…

Systems and Control · Electrical Eng. & Systems 2022-02-08 Alvaro Velasquez , Ismail Alkhouri , Andre Beckus , Ashutosh Trivedi , George Atia

This paper studies formal synthesis of controllers for continuous-space systems with unknown dynamics to satisfy requirements expressed as linear temporal logic formulas. Formal abstraction-based synthesis schemes rely on a precise…

Systems and Control · Electrical Eng. & Systems 2022-06-17 Milad Kazemi , Rupak Majumdar , Mahmoud Salamati , Sadegh Soudjani , Ben Wooding

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

Optimization and Control · Mathematics 2022-10-14 Vyacheslav Kungurtsev , Jakub Marecek , Robert Shorten