Related papers: Distributionally Robust LQG with Kullback-Leibler …
This paper presents a robust, distributed algorithm to solve general linear programs. The algorithm design builds on the characterization of the solutions of the linear program as saddle points of a modified Lagrangian function. We show…
This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…
In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…
The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…
This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…
We prove that output-feedback linear policies remain optimal for solving the Linear Quadratic Gaussian regulation problem in the face of worst-case process and measurement noise distributions when these are independent, stationary, and…
This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…
The conceptually new approach based on the logarithmic norm to design of robust adaptive state-feedback controller for linear time-varying (LTV) systems under system's modeling uncertainty and nonlinear external disturbance is proposed.…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…
Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…
This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we derive sufficient conditions for achieving the Nash equilibrium,…
In this paper, we propose a novel learning-based robust feedback linearization strategy to ensure precise trajectory tracking for an important family of Lagrangian systems. We assume a nominal knowledge of the dynamics is given but no…
This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…
In the theory of quantum dynamical filtering, one of the biggest issues is that the underlying system dynamics represented by a quantum stochastic differential equation must be known exactly in order that the corresponding filter provides…