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Stepped wedge cluster randomized trials (SW-CRTs) have become increasingly popular and are used for a variety of interventions and outcomes, often chosen for their feasibility advantages. SW-CRTs must account for time trends in the outcome…

Methodology · Statistics 2024-07-16 Lee Kennedy-Shaffer , Victor De Gruttola , Marc Lipsitch

Estimating causal effects on time-to-event outcomes from observational data is particularly challenging due to censoring, limited sample sizes, and non-random treatment assignment. The need for answering such "when-if" questions--how the…

Machine Learning · Computer Science 2025-11-19 Jessy Xinyi Han , Devavrat Shah

The synthetic controls (SC) methodology is a prominent tool for policy evaluation in panel data applications. Researchers commonly justify the SC framework with a low-rank matrix factor model that assumes the potential outcomes are…

Econometrics · Economics 2024-08-27 Anish Agarwal , Devavrat Shah , Dennis Shen

The classical Method of Successive Approximations (MSA) is an iterative method for solving stochastic control problems and is derived from Pontryagin's optimality principle. It is known that the MSA may fail to converge. Using careful…

Optimization and Control · Mathematics 2020-11-18 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

Optimization and Control · Mathematics 2016-09-01 Yinan Li , Jun Liu

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

Sampling-based model predictive control (MPC) is effective for nonlinear systems but often produces non-smooth control inputs due to random sampling. To address this issue, we extend the model predictive path integral (MPPI) framework with…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Markus Walker , Marcel Reith-Braun , Tai Hoang , Gerhard Neumann , Uwe D. Hanebeck

This paper proposes a practical implementation of sliding mode control (SMC) that utilizes partial modeling compensation. Sliding mode control is well known for its effectiveness as a model free control approach, however, its effectiveness…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Gangfeng Yan , Khalid Abidi

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

Bayesian dynamic borrowing (BDB) and synthetic control methods (SCM) are both used in clinical trial design when recruitment, retention, or allocation is a challenge. The performance of these approaches has not previously been directly…

We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…

Econometrics · Economics 2023-01-12 Tadao Hoshino

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

This paper proposes an iterative method to solve Mixed-Integer Optimal Control Problems arising from systems with switched dynamics. The so-called relaxed problem plays a central role within this context. Through a numerical example, it is…

Optimization and Control · Mathematics 2025-12-09 Ramin Abbasi-Esfeden , Wim Van Roy , Jan Swevers

This article presents a scalable implementation of nonlinear Gramian-based control synthesis for control-affine systems, including a minimum energy control construction. These synthesis advances are achieved by addressing key computational…

Optimization and Control · Mathematics 2026-05-20 Zongxi Yu , Cyprien Tamekue , Ruiqi Chen , ShiNung Ching

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

Optimization and Control · Mathematics 2022-09-07 Riccardo Bonalli , Thomas Lew , Marco Pavone

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Methodology · Statistics 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…

Systems and Control · Computer Science 2015-03-17 K. V. Ling , J. M. Maciejowski , A. G. Richards , B-F. Wu

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of…

Methodology · Statistics 2022-08-24 Davide Viviano , Jelena Bradic

The System Level Synthesis (SLS) approach facilitates distributed control of large cyberphysical networks in an easy-to-understand, computationally scalable way. We present an overview of the SLS approach and its associated extensions in…

Systems and Control · Electrical Eng. & Systems 2021-04-01 Jing Shuang Li , Carmen Amo Alonso , John C. Doyle

The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer