Related papers: Least Squares and Marginal Log-Likelihood Model Pr…
The performance of model predictive controllers (MPC) strongly depends on the model quality. In the field of electric drive control, white-box (WB) modeling approaches derived from first-order physical principles are most common. This…
Continuous normalizing flows (CNFs) learn the probability path between a reference distribution and a target distribution by modeling the vector field generating said path using neural networks. Recently, Lipman et al. (2022) introduced a…
Normalizing flows are generative machine learning models which can efficiently approximate probability distributions, using only given samples of a distribution. This architecture is used to interpolate the chiral condensate obtained from…
Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…
We consider an agent trying to bring a system to an acceptable state by repeated probabilistic action. Several recent works on algorithmizations of the Lovasz Local Lemma (LLL) can be seen as establishing sufficient conditions for the agent…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…
Generative models are a promising tool to address the sampling problem in multi-body and condensed-matter systems in the framework of statistical mechanics. In this work, we show that normalizing flows can be used to learn a transformation…
We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…
For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…
Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…
With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and…
Stochastic linearization is a method used in Quasilinear Control (QLC) to replace a nonlinearity by an equivalent gain and a bias, utilizing the statistical properties of random inputs. In this paper, the theory of stochastic linearization…
We present a stochastic model predictive control (SMPC) framework for linear systems subject to possibly unbounded disturbances. State of the art SMPC approaches with closed-loop chance constraint satisfaction recursively initialize the…
Reinforcement Learning (RL) of robotic manipulation skills, despite its impressive successes, stands to benefit from incorporating domain knowledge from control theory. One of the most important properties that is of interest is control…
This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…
We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…
The transition to a fully renewable energy grid requires better forecasting of demand at the low-voltage level to increase efficiency and ensure reliable control. However, high fluctuations and increasing electrification cause huge forecast…