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This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

This paper considers a class of uncertain linear quantum systems subject to uncertain perturbations in the system Hamiltonian. We present a method to design a coherent robust H-infinity controller so that the closed loop system is robustly…

Systems and Control · Computer Science 2015-09-10 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

This paper presents a novel robust predictive controller for constrained nonlinear systems that is able to track piece-wise constant setpoint signals. The tracking model predictive controller presented in this paper extends the nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

Model mismatches prevail in real-world applications. Ensuring safety for systems with uncertain dynamic models is critical. However, existing robust safe controllers may not be realizable when control limits exist. And existing methods use…

Robotics · Computer Science 2023-03-08 Tianhao Wei , Shucheng Kang , Weiye Zhao , Changliu Liu

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Riccardo Cescon , Andrea Martin , Giancarlo Ferrari-Trecate

Many robot control scenarios involve assessing system robustness against a task specification. If either the controller or environment are composed of "black-box" components with unknown dynamics, we cannot rely on formal verification to…

Robotics · Computer Science 2022-02-23 Craig Innes , Subramanian Ramamoorthy

This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Kaijian Hu , Tao Liu

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Lucia Falconi , Augusto Ferrante , Mattia Zorzi

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…

Optimization and Control · Mathematics 2021-07-16 Juan C. Perdomo , Max Simchowitz , Alekh Agarwal , Peter Bartlett

This paper proposes a robust regret control framework in which the performance baseline adapts to the realization of system uncertainty. The plant is modeled as a discrete-time, uncertain linear time-invariant system with real-parametric…

Optimization and Control · Mathematics 2025-10-27 Jietian Liu , Peter Seiler

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

The combination of machine learning with control offers many opportunities, in particular for robust control. However, due to strong safety and reliability requirements in many real-world applications, providing rigorous statistical and…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

Many optimal and robust control problems are nonconvex and potentially nonsmooth in their policy optimization forms. In Part II of this paper, we introduce a new and unified Extended Convex Lifting (ECL) framework to reveal hidden convexity…

Optimization and Control · Mathematics 2024-06-07 Yang Zheng , Chih-Fan Pai , Yujie Tang

The Koopman operator enables simplified representations for nonlinear systems in data-driven optimal control, but the accompanying uncertainties inevitably induce deviations in the optimal controller and associated value function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Yicheng Lin , Bingxian Wu , Nan Bai , Yunxiao Ren , Zhongkui Li , Zhisheng Duan