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This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is…

Optimization and Control · Mathematics 2021-05-10 Jannik Hahn , Olaf Stursberg

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

This paper proposes an Online Control-Informed Learning (OCIL) framework, which employs the well-established optimal control and state estimation techniques in the field of control to solve a broad class of learning tasks in an online…

Optimization and Control · Mathematics 2025-03-12 Zihao Liang , Tianyu Zhou , Zehui Lu , Shaoshuai Mou

In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize the regret, defined as the difference between cumulative…

Optimization and Control · Mathematics 2021-10-15 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

Accurate path following is challenging for autonomous robots operating in uncertain environments. Adaptive and predictive control strategies are crucial for a nonlinear robotic system to achieve high-performance path following control. In…

Robotics · Computer Science 2022-12-27 Rui Yang , Lei Zheng , Jiesen Pan , Hui Cheng

The goal of Inverse Optimal Control (IOC) is to identify the underlying objective function based on observed optimal trajectories. It provides a powerful framework to model expert's behavior, and a data-driven way to design an objective…

Optimization and Control · Mathematics 2022-04-28 Han Zhang , Axel Ringh , Weihan Jiang , Shaoyuan Li , Xiaoming Hu

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…

Optimization and Control · Mathematics 2025-08-22 Fabian Jakob , Andrea Iannelli

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

Nonlinear Model Predictive Control (NMPC) is widely used for controlling high-speed robotic systems such as quadrotors. However, its significant computational demands often hinder real-time feasibility and reliability, particularly in…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Saber Omidi

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algorithms -- DORM,…

Driven by the flexible manufacturing trend in the process control industry and the uncertain nature of chemical process models, this article aims to achieve offset-free tracking for a family of uncertain nonlinear systems (e.g., using…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Lai Wei , Ryan McCloy , Jie Bao

In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Panagiotis Kounatidis , Andreas A. Malikopoulos

Agnostic online learning is classically solved via a reduction to the realizable setting, utilizing Littlestone's Standard Optimal Algorithm (SOA) as a base learner. However, the SOA is computationally intractable to execute even for a…

Machine Learning · Computer Science 2026-05-11 Idan Attias , Steve Hanneke , Arvind Ramaswami

Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…

Systems and Control · Electrical Eng. & Systems 2022-06-08 Ryan McCloy , Lai Wei , Jie Bao

Follow-The-Regularized-Leader (FTRL) is known as an effective and versatile approach in online learning, where appropriate choice of the learning rate is crucial for smaller regret. To this end, we formulate the problem of adjusting FTRL's…

Machine Learning · Computer Science 2024-03-12 Shinji Ito , Taira Tsuchiya , Junya Honda

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

In this paper, the tracking control problem of a class of uncertain Euler-Lagrange systems subjected to unknown input delay and bounded disturbances is addressed. To this front, a novel delay dependent control law, referred as Adaptive…

Systems and Control · Computer Science 2016-03-31 Spandan Roy , Indra Narayan Kar