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We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Machine Learning · Computer Science 2026-05-08 Vinit Ranjan , Jisun Park , Bartolomeo Stellato

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Machine learning techniques have demonstrated their effectiveness in achieving autonomy and optimality for nonlinear and high-dimensional dynamical systems. However, traditional black-box machine learning methods often lack formal stability…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Kun Wang , Roberto Armellin , Adam Evans , Harry Holt , Zheng Chen

The uncertainty in human driving behaviors leads to stop-and-go instabilities in freeway traffic. The traffic dynamics are typically modeled by the Aw-Rascle-Zhang (ARZ) Partial Differential Equation (PDE) models, in which the relaxation…

Optimization and Control · Mathematics 2025-09-29 Kaijing Lyu , Junmin Wang , Yihuai Zhang , Huan Yu

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

The suspension regulation is critical to the operation of medium-low-speed maglev trains (mlsMTs). Due to uncertain environment, strong disturbances and high nonlinearity of the system dynamics, this problem cannot be well solved by most of…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Feiran Zhao , Keyou You , Shiji Song , Wenyue Zhang , Laisheng Tong

We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analytical technics coming from the parabolic potential theory. The…

Probability · Mathematics 2013-01-08 Denis Laurent , Matoussi Anis , Zhang Jing

The task of inducing, via continuous static state-feedback control, an asymptotically stable heteroclinic orbit in a nonlinear control system is considered in this paper. The main motivation comes from the problem of ensuring convergence to…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Christian Fredrik Sætre , Anton S. Shiriaev

A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge-Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach…

Numerical Analysis · Mathematics 2024-03-19 Daniel Doehring , Gregor J. Gassner , Manuel Torrilhon

In this paper a solution of the data-driven robust output regulation problem for linear parabolic systems is presented. Both the system as well as the ODE, i.e., the disturbance model, describing the disturbances are unknown, but…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Joachim Deutscher , Julian Zimmer

While for coupled hyperbolic PDEs of first order there now exist numerous PDE backstepping designs, systems with zero speed, i.e., without convection but involving infinite-dimensional ODEs, which arise in many applications, from…

Optimization and Control · Mathematics 2022-11-28 Gustavo A. de Andrade , Rafael Vazquez , Iasson Karafyllis , Miroslav Krstic

In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…

Dynamical Systems · Mathematics 2017-02-20 Umesh Vaidya

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

Dynamical Systems · Mathematics 2007-10-11 Li Wan , Jinqiao Duan

This paper introduces an adaptive-neuro geometric control for a centralized multi-quadrotor cooperative transportation system, which enhances both adaptivity and disturbance rejection. Our strategy is to coactively tune the model parameters…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Tianhua Gao , Kohji Tomita , Akiya Kamimura

We address a numerical methodology for the computation of coarse-grained stable and unstable manifolds of saddle equilibria/stationary states of multiscale/stochastic systems for which a "good" macroscopic description in the form of…

Dynamical Systems · Mathematics 2019-09-10 Constantinos Siettos , Lucia Russo

For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying…

Optimization and Control · Mathematics 2022-07-05 Qiaoling Chen , Jun Zheng , Guchuan Zhu

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…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics