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Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

Computer Science and Game Theory · Computer Science 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

Motivated by perception-based control problems in autonomous systems, this paper addresses the problem of developing feedback controllers to regulate the inputs and the states of a dynamical system to optimal solutions of an optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Liliaokeawawa Cothren , Gianluca Bianchin , Sarah Dean , Emiliano Dall'Anese

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 proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

In this paper, we propose a distributed model predictive control (DMPC) scheme for linear time-invariant constrained systems which admit a separable structure. To exploit the merits of distributed computation algorithms, the stabilizing…

Optimization and Control · Mathematics 2018-03-22 Georgios Darivianakis , Annika Eichler , John Lygeros

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

Traditional Statistical Process Control (SPC) is essential for quality management but is limited by its reliance on often violated statistical assumptions, leading to unreliable monitoring in modern, complex manufacturing environments. This…

Machine Learning · Computer Science 2025-12-30 Christopher Burger

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…

Optimization and Control · Mathematics 2026-02-10 Dominic S. T. Keehan , Andrew B. Philpott , Edward J. Anderson

In this paper the optimal control of alignment models composed by a large number of agents is investigated in presence of a selective action of a controller, acting in order to enhance consensus. Two types of selective controls have been…

Optimization and Control · Mathematics 2016-10-06 Giacomo Albi , Lorenzo Pareschi

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…

Machine Learning · Computer Science 2024-03-07 Zhun Deng , Thomas P. Zollo , Jake C. Snell , Toniann Pitassi , Richard Zemel

This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…

Optimization and Control · Mathematics 2024-06-06 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We systematically develop a learning-based treatment of stochastic optimal control (SOC), relying on direct optimization of parametric control policies. We propose a derivation of adjoint sensitivity results for stochastic differential…

Machine Learning · Computer Science 2021-06-08 Stefano Massaroli , Michael Poli , Stefano Peluchetti , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

We study a control architecture for nonlinear constrained systems that integrates a performance-boosting (PB) controller with a scheduled Predictive Safety Filter (PSF). The PSF acts as a pre-stabilizing base controller that enforces state…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Danilo Saccani , Haoming Shen , Luca Furieri , Giancarlo Ferrari-Trecate

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

This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…

Optimization and Control · Mathematics 2016-06-13 Sergio Pequito , George J. Pappas

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin
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