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Deploying autonomous systems in safety critical settings necessitates methods to verify their safety properties. This is challenging because real-world systems may be subject to disturbances that affect their performance, but are unknown a…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Nicholas Rober , Karan Mahesh , Tyler M. Paine , Max L. Greene , Steven Lee , Sildomar T. Monteiro , Michael R. Benjamin , Jonathan P. How

Real-time remote estimation is critical for mission-critical applications including industrial automation, smart grid and tactile Internet. In this paper, we propose a hybrid automatic repeat request (HARQ)-based real-time remote estimation…

Information Theory · Computer Science 2024-10-30 Kang Huang , Wanchun Liu , Mahyar Shirvanimoghaddam , Yonghui Li , Branka Vucetic

Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence…

Methodology · Statistics 2025-12-29 Chunrong Ai , Jiawei Shan

This paper is devoted to analysing the explicit slow decay rate and turnpike in the infinite-horizon linear quadratic optimal control problems for hyperbolic systems. Assume that some weak observability or controllability are satisfied, by…

Optimization and Control · Mathematics 2021-08-24 Zhong-Jie Han , Enrique Zuazua

This work considers the problem of optimal lane changing in a structured multi-agent road environment. A novel motion planning algorithm that can capture long-horizon dependencies as well as short-horizon dynamics is presented. Pivotal to…

Robotics · Computer Science 2024-05-07 Rudolf Reiter , Armin Nurkanovic , Daniele Bernadini , Moritz Diehl , Alberto Bemporad

This paper presents robust fault diagnosis and estimation for the calibrated airspeed and angle-of-attack sensor faults in the RECONFIGURE benchmark. We adopt a low-order longitudinal model augmented with wind dynamics. In order to enhance…

Systems and Control · Computer Science 2016-06-07 Yiming Wan , Tamas Keviczky

We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite…

Machine Learning · Computer Science 2019-10-14 Xinyun Chen , Lu Wang , Yizhe Hang , Heng Ge , Hongyuan Zha

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…

Optimization and Control · Mathematics 2020-05-01 Noboru Sakamoto , Masaaki Nagahara

We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…

Probability · Mathematics 2019-09-26 Mihail Zervos , Neofytos Rodosthenous , Pui Chan Lon , Thomas Bernhardt

This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…

Optimization and Control · Mathematics 2020-10-20 Kunal Garg , Parag Bobade , Dimitra Panagou

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

The accuracy of moving horizon estimation (MHE) suffers significantly in the presence of measurement outliers. Existing methods address this issue by treating measurements leading to large MHE cost function values as outliers, which are…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Wenhan Cao , Chang Liu , Zhiqian Lan , Shengbo Eben Li , Wei Pan , Angelo Alessandri

We establish the turnpike property for linear quadratic control problems for which the control operator is admissible and may be unbounded, under quite general and natural assumptions. The turnpike property has been well studied for bounded…

Optimization and Control · Mathematics 2025-06-03 Hoai-Minh Nguyen , Emmanuel Trélat

This study presents a robust optimization algorithm for automated highway merge. The merging scenario is one of the challenging scenes in automated driving, because it requires adjusting ego vehicle's speed to match other vehicles before…

Robotics · Computer Science 2025-03-20 Takeru Goto , Kosuke Toda , Takayasu Kumano

We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…

Optimization and Control · Mathematics 2021-04-13 Manuel Schaller , Friedrich Philipp , Timm Faulwasser , Karl Worthmann , Bernhard Maschke

Full-field traffic state information (i.e., flow, speed, and density) is critical for the successful operation of Intelligent Transportation Systems (ITS) on freeways. However, incomplete traffic information tends to be directly collected…

Machine Learning · Computer Science 2023-04-13 Zhao Zhang , Ding Zhao , Xianfeng Terry Yang

This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…

Optimization and Control · Mathematics 2025-12-22 Guanwei Cheng

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with…

Optimization and Control · Mathematics 2023-01-24 Attila Karsai