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This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

Optimization and Control · Mathematics 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

This work presents a data-driven method for approximation of the maximum positively invariant (MPI) set and the maximum controlled invariant (MCI) set for nonlinear dynamical systems. The method only requires the knowledge of a finite…

Optimization and Control · Mathematics 2020-10-12 Milan Korda

A procedure and theoretical results are presented for the problem of determining a minimal robust positively invariant (RPI) set for a linear discrete-time system subject to unknown, bounded disturbances. The procedure computes, via the…

Systems and Control · Computer Science 2016-07-22 Paul Trodden

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob

Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…

Systems and Control · Electrical Eng. & Systems 2025-04-09 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

We present a novel data-driven Model Predictive Control (MPC) algorithm for nonlinear systems. The method is based on recent extensions of behavioural theory and Willem's Fundamental Lemma for nonlinear systems by the means of adequate…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Marcelo Menezes Morato , Julio Elias Normey-Rico , Olivier Sename

The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Pietro Tesi , Claudio De Persis

We present a data-driven method for solving the linear quadratic regulator problem for systems with multiplicative disturbances, the distribution of which is only known through sample estimates. We adopt a distributionally robust approach…

Systems and Control · Electrical Eng. & Systems 2020-05-27 Peter Coppens , Mathijs Schuurmans , Panagiotis Patrinos

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

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

We consider a networked control system where a linear time-invariant (LTI) plant, subject to a stochastic disturbance, is controlled over a communication channel with colored noise and a signal-to-noise ratio (SNR) constraint. The…

Systems and Control · Computer Science 2012-04-02 Erik Johannesson , Anders Rantzer , Bo Bernhardsson

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

Machine Learning · Computer Science 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu

Sampling-based Model Predictive Control (MPC) has been a practical and effective approach in many domains, notably model-based reinforcement learning, thanks to its flexibility and parallelizability. Despite its appealing empirical…

Machine Learning · Computer Science 2024-01-17 Zeji Yi , Chaoyi Pan , Guanqi He , Guannan Qu , Guanya Shi

The problem of learning from label proportions (LLP) involves training classifiers with weak labels on bags of instances, rather than strong labels on individual instances. The weak labels only contain the label proportion of each bag. The…

Machine Learning · Computer Science 2019-10-30 Kuen-Han Tsai , Hsuan-Tien Lin

One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through…

Optimization and Control · Mathematics 2008-08-20 J. A. Ball , Q. Fang , G. J. Groenewald , S. ter Horst

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang

Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…

Optimization and Control · Mathematics 2026-05-05 Leilei Cui , Zhong-Ping Jiang , Petter N. Kolm , Grégoire G. Macqueron

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key contribution is a control-theoretic regularizer for dynamics fitting rooted in the notion of…

Optimization and Control · Mathematics 2019-08-01 Sumeet Singh , Spencer M. Richards , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key idea is to develop a new control-theoretic regularizer for dynamics fitting rooted in the notion of…

Systems and Control · Computer Science 2018-11-13 Sumeet Singh , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone