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We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Mirhan Urkmez , Shahab Heshmati-Alamdari

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

In real-world, many problems can be formulated as the alignment between two geometric patterns. Previously, a great amount of research focus on the alignment of 2D or 3D patterns, especially in the field of computer vision. Recently, the…

Machine Learning · Computer Science 2018-11-20 Hu Ding , Mingquan Ye

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

The effectiveness of dimensionality reduction with quadratic manifolds hinges on the choice of a reduced basis and the associated quadratic correction terms. Existing approaches typically rely on subspaces spanned by the leading principal…

Numerical Analysis · Mathematics 2026-05-27 Gavin Paxton , Seunghee Cheon , Rudy Geelen , Shane A. McQuarrie

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We investigate convergence properties of a proposed distributed model predictive control (DMPC) scheme, where agents negotiate to compute an optimal consensus point using an incremental subgradient method based on primal decomposition as…

Multiagent Systems · Computer Science 2008-03-03 Tamas Keviczky , Karl Henrik Johansson

The aim of this paper is to adapt the general multitime maximum principle to a Riemannian setting. More precisely, we intend to study geometric optimal control problems constrained by the metric compatibility evolution PDE system; the…

Optimization and Control · Mathematics 2012-10-22 Andreea Bejenaru , Constantin Udriste

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

Studying structural properties of linear dynamical systems through invariant subspaces is one of the key contributions of the geometric approach to system theory. In general, a model of the dynamics is required in order to compute the…

Systems and Control · Electrical Eng. & Systems 2022-01-12 Federico Celi , Fabio Pasqualetti

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Despite the rapid development of computational hardware, the treatment of large and high dimensional data sets is still a challenging problem. This paper provides a twofold contribution to the topic. First, we propose a Gaussian Mixture…

Most of the real-time implementations of the stabilizing optimal control actions suffer from the necessity to provide high computational effort. This paper presents a cutting-edge approach for real-time evaluation of linear-quadratic model…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Kristína Fedorová , Yuning Jiang , Juraj Oravec , Colin N. Jones , Michal Kvasnica

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

The monitoring and management of high-volume feature-rich traffic in large networks offers significant challenges in storage, transmission and computational costs. The predominant approach to reducing these costs is based on performing a…

Machine Learning · Computer Science 2016-06-16 Tingshan Huang , Harish Sethu , Nagarajan Kandasamy

We propose Geometric Pareto Control (GPC), a framework overcoming barriers of reinforcement learning in cyber-physical systems where governing physics is known. Reinforcement learning confronts barriers in safety-critical applications:…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Tong Wu

A model order reduction algorithm is presented that generates a reduced-order model of the original high-order model, which ensures high-fidelity within the desired time interval. The reduced model satisfies a subset of the first-order…

Systems and Control · Electrical Eng. & Systems 2020-07-16 Umair Zulfiqar , Victor Sreeram , Xin Du

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Riccardo Zuliani , Efe C. Balta , John Lygeros

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…