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We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Optimization and Control · Mathematics 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…

Systems and Control · Electrical Eng. & Systems 2020-03-30 Ali Reza Pedram , Takashi Tanaka

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

This paper formulates an input design approach for truncated infinite impulse response identification in the context of implicit model representations recently used as basis for data-driven simulation and control approaches. Precisely, the…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Andrea Iannelli , Mingzhou Yin , Roy S. Smith

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

We formulate and analyze a simplest Markov decision process model for intrusion tolerance problems, assuming that (i) each attack proceeds through one or more steps before the system's security fails, (ii) defensive responses that target…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Uncertainty plays a central role in spoken dialogue systems. Some stochastic models like Markov decision process (MDP) are used to model the dialogue manager. But the partially observable system state and user intention hinder the natural…

Artificial Intelligence · Computer Science 2013-01-14 Bo Zhang , Qingsheng Cai , Jianfeng Mao , Baining Guo

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

Optimization and Control · Mathematics 2019-09-16 Michael Hibbard , Yagiz Savas , Bo Wu , Takashi Tanaka , Ufuk Topcu

An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…

Machine Learning · Computer Science 2019-07-19 Boris Belousov , Jan Peters

We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a…

Statistics Theory · Mathematics 2008-12-18 Dibyen Majumdar , John Stufken

We consider a linear consensus system with n agents that can switch between r different connectivity patterns. A natural question is which switching law yields the best (or worst) possible speed of convergence to consensus? We formulate…

Optimization and Control · Mathematics 2014-07-10 Orel Ron , Michael Margaliot , Michael S. Branicky

Model predictive control (MPC) is a powerful control method that allows to directly include state and input constraints into the controller design. However, errors in the model, e.g., caused by unknown disturbances, can lead to constraint…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Felix Brändle , Frank Allgöwer

In interactions between automated vehicles (AVs) and crossing pedestrians, modeling implicit vehicle communication is crucial. In this work, we present a combined prediction and planning approach that allows to consider the influence of the…

Human-Computer Interaction · Computer Science 2025-09-29 Markus Amann , Malte Probst , Raphael Wenzel , Thomas H. Weisswange , Miguel Ángel Sotelo

This paper addresses the problem of planning a safe (i.e., collision-free) trajectory from an initial state to a goal region when the obstacle space is a-priori unknown and is incrementally revealed online, e.g., through line-of-sight…

Robotics · Computer Science 2018-04-17 Lucas Janson , Tommy Hu , Marco Pavone

The design of optimal dynamic disturbance accommodation controller with limited model information is considered. We adapt the family of limited model information control design strategies, defined earlier by the authors, to handle dynamic…

Optimization and Control · Mathematics 2012-08-01 F. Farokhi , C. Langbort , K. H. Johansson

We introduce the family of limited model information control design methods, which construct controllers by accessing the plant's model in a constrained way, according to a given design graph. We investigate the closed-loop performance…

Optimization and Control · Mathematics 2013-01-08 Farhad Farokhi , Cedric Langbort , Karl H. Johansson

We consider the ramp metering problem for a freeway stretch modeled by the Cell Transmission Model. Assuming perfect model knowledge and perfect traffic demand prediction, the ramp metering problem can be cast as a finite horizon optimal…

Optimization and Control · Mathematics 2017-10-26 Marius Schmitt , Chithrupa Ramesh , John Lygeros

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

The problem of cooperative data censoring in battery-powered multihop sensor networks is analyzed in this paper. We are interested in scenarios where nodes generate messages (which are related to the sensor measurements) that can be graded…

Multiagent Systems · Computer Science 2025-11-18 Jesus Fernandez-Bes , Rocío Arroyo-Valles , Jesús Cid-Sueiro