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We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Aren Karapetyan , Anastasios Tsiamis , Efe C. Balta , Andrea Iannelli , John Lygeros

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

When neural networks are trained from data to simulate the dynamics of physical systems, they encounter a persistent challenge: the long-time dynamics they produce are often unphysical or unstable. We analyze the origin of such…

Machine Learning · Computer Science 2024-06-21 Daniel Floryan

Inspired by the work of Tsiamis et al. \cite{tsiamis2022learning}, in this paper we study the statistical hardness of learning to stabilize linear time-invariant systems. Hardness is measured by the number of samples required to achieve a…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Xiong Zeng , Zexiang Liu , Zhe Du , Necmiye Ozay , Mario Sznaier

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

We consider the problem of learning the parameters of a $N$-dimensional stochastic linear dynamics under both full and partial observations from a single trajectory of time $T$. We introduce and analyze a new estimator that achieves a small…

Machine Learning · Statistics 2025-12-08 Minh Vu , Andrey Y. Lokhov , Marc Vuffray

A fundamental challenge in learning to control an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. In this work, we formulate a mathematical definition of what it means to safely learn…

Optimization and Control · Mathematics 2020-11-25 Amir Ali Ahmadi , Abraar Chaudhry , Vikas Sindhwani , Stephen Tu

Non-linear dynamical systems represent a compact, flexible, and robust tool for reactive motion generation. The effectiveness of dynamical systems relies on their ability to accurately represent stable motions. Several approaches have been…

Robotics · Computer Science 2020-06-01 Matteo Saveriano

We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems. We propose a methodology to extend the dynamics of an LTI (without uncertainty) with an uncertainty model, based on measured data, to…

Systems and Control · Electrical Eng. & Systems 2023-11-01 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

In many learning based control methodologies, learning the unknown dynamic model precedes the control phase, while the aim is to control the system such that it remains in some safe region of the state space. In this work, our aim is to…

Machine Learning · Computer Science 2021-05-14 Farhad Farokhi , Alex Leong , Iman Shames , Mohammad Zamani

We consider the continuous-time setting of linear time-invariant (LTI) systems in feedback with multiplicative stochastic uncertainties. The objective of the paper is to characterize the conditions of Mean-Square Stability (MSS) using a…

Systems and Control · Computer Science 2018-06-26 Maurice Filo , Bassam Bamieh

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Kaouther Moussa , Dimitri Peaucelle

We consider the problem of formally verifying almost-sure (a.s.) asymptotic stability in discrete-time nonlinear stochastic control systems. While verifying stability in deterministic control systems is extensively studied in the…

Machine Learning · Computer Science 2021-12-20 Mathias Lechner , Đorđe Žikelić , Krishnendu Chatterjee , Thomas A. Henzinger

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

Systems and Control · Computer Science 2016-11-18 Junlin Xiong , James Lam , Zhan Shu , Xuerong Mao

We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…

Machine Learning · Computer Science 2021-11-22 Yahya Sattar , Samet Oymak