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Synthesis of optimization algorithms typically follows a {\em design-then-analyze\/} approach, which can obscure fundamental performance limits and hinder the systematic development of algorithms that operate near these limits. Recently, a…
This paper studies the control of safety-critical dynamical systems in the presence of adversarial disturbances. We seek to synthesize state-feedback controllers to minimize a cost incurred due to the disturbance, while respecting a safety…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…
In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…
The fundamental lemma by Willems and coauthors facilitates a parameterization of all trajectories of a linear time-invariant system in terms of a single, measured one. This result plays an important role in data-driven simulation and…
In this work, we consider the controllability of a discrete-time linear dynamical system with sparse control inputs. Sparsity constraints on the input arises naturally in networked systems, where activating each input variable adds to the…
We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…
We propose an open loop control scheme for linear time invariant systems perturbed by multivariate $t$ disturbances through the use of quantile reformulations. The multivariate $t$ disturbance is motivated by heavy tailed phenomena that…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…
We propose a new matrix pencil based approach for design of state-feedback and output-feedback stabilizing controllers for a general class of uncertain nonlinear strict-feedback-like systems. While the dynamic controller structure is based…
We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
Robust control seeks stabilizing policies that perform reliably under adversarial disturbances, with $\mathcal{H}_\infty$ control as a classical formulation. It is known that policy optimization of robust $\mathcal{H}_\infty$ control…
We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…
In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, which shows that for descriptor systems the non-parametric…
This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…
This paper proposes a novel control framework for handling (potentially coupled) multiple time-varying output constraints for uncertain nonlinear systems. First, it is shown that the satisfaction of multiple output constraints boils down to…
We study the control of an \emph{unknown} linear dynamical system under general convex costs. The objective is minimizing regret vs. the class of disturbance-feedback-controllers, which encompasses all stabilizing…