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We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

In this work, we study data-driven stabilization of linear time-invariant systems using prior knowledge of system-theoretic properties, specifically stabilizability and controllability. To formalize this, we extend the concept of data…

Optimization and Control · Mathematics 2025-10-31 Amir Shakouri , Henk J. van Waarde , Tren M. J. T. Baltussen , W. P. M. H. Heemels

Control of a dynamical system without the knowledge of dynamics is an important and challenging task. Modern machine learning approaches, such as deep neural networks (DNNs), allow for the estimation of a dynamics model from control inputs…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Suruchi Sharma , Volodymyr Makarenko , Gautam Kumar , Stas Tiomkin

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices…

Optimization and Control · Mathematics 2020-12-08 Yuanqiang Zhou , Dewei Li , Yugeng Xi

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

Stochastic controllers are perceived as a promising solution for techno-economic operation of distribution networks having higher generation uncertainties at large penetration of renewables. These controllers are supported by forecasters…

Systems and Control · Electrical Eng. & Systems 2023-05-08 Salish Maharjan , Prashant Tiwari , Rui Cheng , Zhaoyu Wang

We address the problem of designing a stabilizing closed-loop control law directly from input and state measurements collected in an open-loop experiment. In the presence of noise in data, we have that a set of dynamics could have generated…

Systems and Control · Electrical Eng. & Systems 2022-08-31 Andrea Bisoffi , Claudio De Persis , Pietro Tesi

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

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly

This paper studies the data-driven control of unknown linear-threshold network dynamics to stabilize the state to a reference value. We consider two types of controllers: (i) a state feedback controller with feed-forward reference input and…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Xuan Wang , Duy Duong-Tran , Jorge Cortés

We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a…

Optimization and Control · Mathematics 2012-12-21 Bruno Bouchard , Marcel Nutz

In this paper, we propose a novel data-driven predictive control approach for systems subject to time-domain constraints. The approach combines the strengths of H-infinity control for rejecting disturbances and MPC for handling constraints.…

Optimization and Control · Mathematics 2024-03-25 Nan Li , Ilya Kolmanovsky , Hong Chen

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…

Systems and Control · Electrical Eng. & Systems 2019-10-09 Huishan Chen , Zheng Zhang

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto