English
Related papers

Related papers: Adaptive Stochastic Predictive Control from Noisy …

200 papers

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

Optimization and Control · Mathematics 2022-03-29 Tao Chen , Jiyoun Myung

Sample-based learning model predictive control (LMPC) strategies have recently attracted attention due to their desirable theoretical properties and their good empirical performance on robotic tasks. However, prior analysis of LMPC…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Brijen Thananjeyan , Ashwin Balakrishna , Ugo Rosolia , Joseph E. Gonzalez , Aaron Ames , Ken Goldberg

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

The paper presents a data-driven predictive control framework based on an implicit input-output mapping derived directly from the signal matrix of collected data. This signal matrix model is derived by maximum likelihood estimation with…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Elena Arcari , Lukas Hewing , Melanie N. Zeilinger

We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…

Machine Learning · Computer Science 2025-05-05 Alessio Mazzetto , Reza Esfandiarpoor , Akash Singirikonda , Eli Upfal , Stephen H. Bach

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

This paper investigates the problem of designing data-driven stochastic Model Predictive Control (MPC) for linear time-invariant systems under additive stochastic disturbance, whose probability distribution is unknown but can be partially…

Optimization and Control · Mathematics 2020-12-29 Chao Ning , Fengqi You

We develop a learning-based algorithm for the control of autonomous systems governed by unknown, nonlinear dynamics to satisfy user-specified spatio-temporal tasks expressed as signal temporal logic specifications. Most existing algorithms…

Robotics · Computer Science 2021-10-12 Christos K. Verginis , Zhe Xu , Ufuk Topcu

A novel adaptive control approach is proposed to solve the globally asymptotic state stabilization problem for uncertain pure-feedback nonlinear systems which can be transformed into the pseudo-affine form. The pseudo-affine pure-feedback…

Systems and Control · Computer Science 2016-09-29 Mingzhe Hou , Zongquan Deng , Guangren Duan

Descriptor systems arise naturally in real-world applications governed by algebraic constraints, such as power networks, robotics and chemical processes. When a descriptor model contains a nontrivial nilpotent block, the discrete-time…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Yunxiang Ma , Yibo Wang , Zhongmei Li , Chao Shang

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…

Optimization and Control · Mathematics 2023-08-29 Baiwei Guo , Yuning Jiang , Colin N. Jones , Giancarlo Ferrari-Trecate

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos