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We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

Systems and Control · Electrical Eng. & Systems 2020-10-30 Anastasios Tsiamis , Dionysios S. Kalogerias , Luiz F. O. Chamon , Alejandro Ribeiro , George J. Pappas

This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Soroush Asri , Luis Rodrigues

Stability certification and identifying a safe and stabilizing initial set are two important concerns in ensuring operational safety, stability, and robustness of dynamical systems. With the advent of machine-learning tools, these issues…

Machine Learning · Computer Science 2022-09-01 Soumyabrata Talukder , Ratnesh Kumar

In this paper, we propose a new Robust Nonlinear Quadratic Gaussian (RNQG) controller based on State-Dependent Riccati Equation (SDRE) scheme for continuous-time nonlinear systems. Existing controllers do not account for combined noise and…

Systems and Control · Electrical Eng. & Systems 2019-12-17 Pouria Razzaghi , Ehab Al Khatib , Yildirim Hurmuzlu

Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Priyank Srivastava , Patricia Hidalgo-Gonzalez , Jorge Cortes

This paper proposes a novel approach to improve the performance of distributed nonlinear control systems while preserving stability by leveraging Deep Neural Networks (DNNs). We build upon the Neural System Level Synthesis (Neur-SLS)…

Optimization and Control · Mathematics 2024-08-01 Danilo Saccani , Leonardo Massai , Luca Furieri , Giancarlo Ferrari-Trecate

Learning-based methods are powerful in handling complex scenarios. However, it is still challenging to use learning-based methods under uncertain environments while stability, safety, and real-time performance of the system are desired to…

Robotics · Computer Science 2022-03-08 Zhixuan Wu , Rui Yang , Lei Zheng , Hui Cheng

In this paper, we propose a novel dynamic state-feedback controller for polytopic linear parameter-varying (LPV) systems with constant input matrix. The controller employs a projected gradient flow method to continuously improve its control…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Armin Gießler , Felix Strehle , Jochen Illerhaus , Sören Hohmann

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

Robotics · Computer Science 2017-06-20 Yevgen Chebotar , Karol Hausman , Marvin Zhang , Gaurav Sukhatme , Stefan Schaal , Sergey Levine

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Alexander von Rohr , Matthias Neumann-Brosig , Sebastian Trimpe

In this paper we provide direct data-driven expressions for the Linear Quadratic Regulator (LQR), the Kalman filter, and the Linear Quadratic Gaussian (LQG) controller using a finite dataset of noisy input, state, and output trajectories.…

Optimization and Control · Mathematics 2023-09-21 Abed AlRahman Al Makdah , Fabio Pasqualetti

This paper deals with the tracking control problem for a very simple class of unknown nonlinear systems. In this paper, we presents a design strategy for tracking control of time-varying state constrained nonlinear systems in an adaptive…

Systems and Control · Electrical Eng. & Systems 2022-10-12 Pankaj Kumar Mishra , Nishchal K Verma

Robust controllers ensure stability in feedback loops designed under uncertainty but at the cost of performance. Model uncertainty in time-invariant systems can be reduced by recently proposed learning-based methods, which improve the…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Alexander von Rohr , Friedrich Solowjow , Sebastian Trimpe

Deep neural network (DNN) based approaches hold significant potential for reinforcement learning (RL) and have already shown remarkable gains over state-of-art methods in a number of applications. The effectiveness of DNN methods can be…

Machine Learning · Statistics 2017-06-01 Henghui Zhu , Feng Nan , Ioannis Paschalidis , Venkatesh Saligrama

Despite their impressive performance, Deep Neural Networks (DNNs) typically underperform Gradient Boosting Trees (GBTs) on many tabular-dataset learning tasks. We propose that applying a different regularization coefficient to each weight…

Machine Learning · Statistics 2018-10-25 Ira Shavitt , Eran Segal

Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…

Robotics · Computer Science 2024-06-04 Wilson Jallet , Ewen Dantec , Etienne Arlaud , Justin Carpentier , Nicolas Mansard

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

In this paper, we propose a design of a model-free networked controller for a nonlinear plant whose mathematical model is unknown. In a networked control system, the controller and plant are located away from each other and exchange data…

Machine Learning · Computer Science 2019-09-02 Junya Ikemoto , Toshimitsu Ushio