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Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Giannis Delimpaltadakis , Morteza Lahijanian , Manuel Mazo , Luca Laurenti

In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

This paper explores the theoretical limits of using discrete abstractions for nonlinear control synthesis. More specifically, we consider the problem of deciding continuous-time control with temporal logic specifications. We prove that…

Systems and Control · Computer Science 2019-03-18 Jun Liu

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…

Statistical Mechanics · Physics 2015-12-17 Raphael Chetrite , Hugo Touchette

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

Systems and Control · Computer Science 2018-11-28 Sofie Haesaert , Sadegh Soudjani , Alessandro Abate

We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zheming Wang , Raphaël M. Jungers

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Finite abstractions (a.k.a. symbolic models) offer an effective scheme for approximating the complex continuous-space systems with simpler models in the discrete-space domain. A crucial aspect, however, is to establish a formal relation…

Systems and Control · Electrical Eng. & Systems 2024-12-06 Behrad Samari , Mahdieh Zaker , Abolfazl Lavaei

We propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We study the problem of finite-horizon probabilistic invariance for discrete-time Markov processes over general (uncountable) state spaces. We compute discrete-time, finite-state Markov chains as formal abstractions of general Markov…

Systems and Control · Computer Science 2015-07-03 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate , Rupak Majumdar

In this article we present a novel discrete-time design approach which reduces the deteriorating effects of sampling on stability and performance in digitally controlled nonlinear mechanical systems. The method is motivated by recent…

Systems and Control · Electrical Eng. & Systems 2021-04-30 Paul Kotyczka , Tobias Thoma

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…

Probability · Mathematics 2022-05-05 Yiming Meng , Jun Liu

In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…

Methodology · Statistics 2022-04-12 Rohan Hore , Abhik Ghosh

In this paper, a data-driven approach is developed for controller design for a class of discrete-time large-scale systems, where a large-scale system can be expressed in an equivalent data-driven form and the decentralized controllers can…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Jiaping Liao , Shuaizheng Lu , Tao Wang , Weiming Xiang

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

How to effectively and reliably guarantee the correct functioning of safety-critical cyber-physical systems in uncertain conditions is a challenging problem. This paper presents a data-driven algorithm to derive approximate abstractions for…

Systems and Control · Computer Science 2018-02-01 Gang Chen , Zhaodan Kong

This work proposes a robust data-driven predictive control approach for unknown nonlinear systems in the presence of bounded process and measurement noise. Data-driven reachable sets are employed for the controller design instead of using…

Systems and Control · Electrical Eng. & Systems 2023-07-18 Mahsa Farjadnia , Amr Alanwar , Muhammad Umar B. Niazi , Marco Molinari , Karl Henrik Johansson
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