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The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

In this paper, we present a Q-learning algorithm to solve the optimal output regulation problem for discrete-time LTI systems. This off-policy algorithm only relies on using persistently exciting input-output data, measured offline. No…

Systems and Control · Electrical Eng. & Systems 2024-08-21 Mohammad Alsalti , Victor G. Lopez , Matthias A. Müller

This paper is about output-feedback control problems for general linear systems in the presence of given state-, control-, disturbance-, and measurement error constraints. Because the traditional separation theorem in stochastic control is…

Optimization and Control · Mathematics 2023-07-11 Boris Houska

This paper considers an internal model based distributed control approach to the cooperative output regulation problem of heterogeneous linear time-invariant multiagent systems over fixed directed communication graph topologies. First, a…

Optimization and Control · Mathematics 2019-08-16 Selahattin Burak Sarsilmaz , Tansel Yucelen

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Joshua Pilipovsky , Panagiotis Tsiotras

Data-driven direct methods are still growing in popularity almost three decades after they were introduced. These methods use data collected from the process to identify optimal controller's parameters with little knowledge about the…

Systems and Control · Electrical Eng. & Systems 2023-07-06 Róger W. P. da Silva , Diego Eckhard

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

Self-triggered control, a well-documented technique for reducing the communication overhead while ensuring desired system performance, is gaining increasing popularity. However, existing methods for self-triggered control require explicit…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

In this contribution, we discuss the modeling and model reduction framework known as the Loewner framework. This is a data-driven approach, applicable to large-scale systems, which was originally developed for applications to linear…

Systems and Control · Electrical Eng. & Systems 2021-08-27 Ion Victor Gosea , Charles Poussot-Vassal , Athanasios C. Antoulas

This work focuses on developing a data-driven framework using Koopman operator theory for system identification and linearization of nonlinear systems for control. Our proposed method presents a deep learning framework with recursive…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Madhur Tiwari , George Nehma , Bethany Lusch

We present an extension of Willems' Fundamental Lemma to the class of multi-input multi-output discrete-time feedback linearizable nonlinear systems, thus providing a data-based representation of their input-output trajectories. Two sources…

Optimization and Control · Mathematics 2023-03-17 Mohammad Alsalti , Victor G. Lopez , Julian Berberich , Frank Allgöwer , Matthias A. Müller

This work presents DMPC (Data-and Model-Driven Predictive Control) to solve control problems in which some of the constraints or parts of the objective function are known, while others are entirely unknown to the controller. It is assumed…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Hassan Jafarzadeh , Cody Fleming

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

Given a linear unknown system with $m$ inputs, $p$ outputs, $n$ dimensional state vector, and $q$ dimensional ecosystem, the problem of the adaptive optimal output regulation of this system boils down to iteratively solving a set of linear…

Optimization and Control · Mathematics 2023-09-28 Liquan Lin , Jie Huang

Linear quadratic regulator with unmeasurable states and unknown system matrix parameters better aligns with practical scenarios. However, for this problem, balancing the optimality of the resulting controller and the leniency of the…

Optimization and Control · Mathematics 2025-09-04 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

We propose a distributed data-based predictive control scheme to stabilize a network system described by linear dynamics. Agents cooperate to predict the future system evolution without knowledge of the dynamics, relying instead on learning…

Optimization and Control · Mathematics 2020-12-02 Ahmed Allibhoy , Jorge Cortés

Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…

Machine Learning · Computer Science 2019-07-30 Jesus A. De Loera , Jamie Haddock , Anna Ma , Deanna Needell

This paper presents a data-driven approach to the design of predictive controllers. The prediction matrices utilized in standard model predictive control (MPC) algorithms are typically constructed using knowledge of a system model such as,…

Systems and Control · Electrical Eng. & Systems 2021-04-13 P. C. N. Verheijen , G. R. Gonçalves da Silva , M. Lazar
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