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Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
We propose a Model Predictive Control (MPC) method for collision-free navigation that uses amortized variational inference to approximate the distribution of optimal control sequences by training a normalizing flow conditioned on the start,…
Efficient sampling of the Boltzmann distribution of molecular systems is a long-standing challenge. Recently, instead of generating long molecular dynamics simulations, generative machine learning methods such as normalizing flows have been…
Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…
Partial observations of continuous time-series dynamics at arbitrary time stamps exist in many disciplines. Fitting this type of data using statistical models with continuous dynamics is not only promising at an intuitive level but also has…
Recent work has shown that machine learning (ML) models can be trained to accurately forecast the dynamics of unknown chaotic dynamical systems. Short-term predictions of the state evolution and long-term predictions of the statistical…
Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…
Partially Observable Markov Decision Processes (POMDPs) model decision making under uncertainty. While there are many approaches to approximately solving POMDPs, we aim to address the problem of learning such models. In particular, we are…
Over the past three decades, numerous controllers have been developed to regulate complex chemical processes, but they have certain limitations. Traditional PI/PID controllers often require customized tuning for various set-point scenarios.…
Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…
This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…
This article presents a novel class of control policies for networked control of Lyapunov-stable linear systems with bounded inputs. The control channel is assumed to have i.i.d. Bernoulli packet dropouts and the system is assumed to be…
In this paper, we investigate the problem of Model Predictive Control (MPC) of dynamic systems for high-level specifications described by Signal Temporal Logic (STL) formulae. Recent works show that MPC has the great potential in handling…
We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
Lagrangian stochastic methods are widely used to model turbulent flows. Scarce consideration has, however, been devoted to the treatment of the near-wall region and to the formulation of a proper wall-boundary condition. With respect to…
Normalizing flows (NFs) provide uncorrelated samples from complex distributions, making them an appealing tool for parameter estimation. However, the practical utility of NFs remains limited by their tendency to collapse to a single mode of…
The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…