English
Related papers

Related papers: Data-Driven Yet Formal Policy Synthesis for Stocha…

200 papers

This paper explores the theoretical limits of using discrete abstractions for nonlinear control synthesis. More specifically, we consider the problem of deciding continuous-time control with temporal logic specifications. We prove that…

Systems and Control · Computer Science 2019-03-18 Jun Liu

Non-stationary domains, that change in unpredicted ways, are a challenge for agents searching for optimal policies in sequential decision-making problems. This paper presents a combination of Markov Decision Processes (MDP) with Answer Set…

Artificial Intelligence · Computer Science 2017-06-06 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

This paper presents a new data-driven control for multi-input, multi-output nonlinear systems with partially unknown dynamics and bounded disturbances. Since exact nonlinearity cancellation is not feasible with unknown disturbances, we…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Jianglin Lan , Xianxian Zhao , Congcong Sun

Pattern-forming systems can exhibit a diverse array of complex behaviors as external parameters are varied, enabling a variety of useful functions in biological and engineered systems. First-principles derivations of the underlying…

Pattern Formation and Solitons · Physics 2023-11-20 Zachary G. Nicolaou , Guanyu Huo , Yihui Chen , Steven L. Brunton , J. Nathan Kutz

Discrete abstractions have become a standard approach to assist control synthesis under complex specifications. Most techniques for the construction of a discrete abstraction for a continuous-time system require time-space discretization of…

Systems and Control · Electrical Eng. & Systems 2021-03-17 Pian Yu , Dimos V. Dimarogonas

This study introduces a comparative modeling framework using stationary and non-stationary transition probabilities within a Markov Decision Process (MDP) to assess COVID-19 disease dynamics. Stationary transition probabilities assume…

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…

Machine Learning · Computer Science 2023-06-16 Antoine Moulin , Gergely Neu

Decision-making policies for agents are often synthesized with the constraint that a formal specification of behaviour is satisfied. Here we focus on infinite-horizon properties. On the one hand, Linear Temporal Logic (LTL) is a popular…

Artificial Intelligence · Computer Science 2021-06-01 Jan Křetínský

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Control theory plays a pivotal role in understanding and optimizing the behavior of complex dynamical systems across various scientific and engineering disciplines. Two key frameworks that have emerged for modeling and solving control…

Methodology · Statistics 2025-04-15 Alice Cleynen , Benoîte de Saporta , Orlane Rossini , Régis Sabbadin , Amélie Vernay

Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…

Portfolio Management · Quantitative Finance 2012-10-19 Marek Petrik , Dharmashankar Subramanian

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices…

Optimization and Control · Mathematics 2020-12-08 Yuanqiang Zhou , Dewei Li , Yugeng Xi

Recent efforts in the development of autonomous driving technology have induced great advancements in perception, planning and control systems. Model predictive control is one of the most popular advanced control methods, but its…

Systems and Control · Electrical Eng. & Systems 2024-10-17 Matheus Wagner , Julio E. Normey-Rico

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

We propose a model-agnostic stochastic predictive control (MASMPC) algorithm for dynamical systems. The proposed approach first discovers \textit{interpretable} governing differential equations from data using a novel algorithm and blends…

Systems and Control · Electrical Eng. & Systems 2022-11-24 Tapas Tripura , Souvik Chakraborty

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

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