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We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

Reservoir Computing (RC) is an appealing approach in Machine Learning that combines the high computational capabilities of Recurrent Neural Networks with a fast and easy training method. Likewise, successful implementation of neuro-inspired…

Adaptation and Self-Organizing Systems · Physics 2021-07-13 Guillermo B. Morales , Claudio R. Mirasso , Miguel C. Soriano

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

Measurements acquired from distributed physical systems are often sparse and noisy. Therefore, signal processing and system identification tools are required to mitigate noise effects and reconstruct unobserved dynamics from limited sensor…

Machine Learning · Computer Science 2025-09-08 Omid Sedehi , Manish Yadav , Merten Stender , Sebastian Oberst

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

Model predictive control (MPC) is widely used in process control due to its interpretability and ability to handle constraints. As a parametric policy in reinforcement learning (RL), MPC offers strong initial performance and low data…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Dean Brandner , Sebastien Gros , Sergio Lucia

Nonlinear vector autoregression (NVAR) and reservoir computing (RC) have shown promise in forecasting chaotic dynamical systems, such as the Lorenz-63 model and El Nino-Southern Oscillation. However, their reliance on fixed nonlinear…

Machine Learning · Computer Science 2025-12-02 Azimov Sherkhon , Susana Lopez-Moreno , Eric Dolores-Cuenca , Sieun Lee , Sangil Kim

Autonomous driving is a complex and highly dynamic process that ensures controlling the coupled longitudinal and lateral vehicle dynamics. Model predictive control, distinguished by its predictive feature, optimal performance, and ability…

Optimization and Control · Mathematics 2025-11-04 Yassine Kebbati , Naima Ait-Oufroukh , Dalil Ichalal , Vincent Vigneron

This paper brings the concept of ``optimism" to the new and promising framework of online Non-stochastic Control (NSC). Namely, we study how NSC can benefit from a prediction oracle of unknown quality responsible for forecasting future…

Machine Learning · Computer Science 2024-08-27 Naram Mhaisen , George Iosifidis

Emerging non-volatile memories have been proposed for a wide range of applications from easing the von-Neumann bottleneck to neuromorphic applications. Specifically, scalable RRAMs based on Pr$_{1-x}$Ca$_x$MnO$_3$ (PCMO) exhibit analog…

Emerging Technologies · Computer Science 2021-11-05 Vivek Saraswat , Udayan Ganguly

Controlling high-dimensional stochastic systems, critical in robotics, autonomous vehicles, and hyperchaotic systems, faces the curse of dimensionality, lacks temporal abstraction, and often fails to ensure stochastic stability. To overcome…

Robotics · Computer Science 2025-10-28 Mohammad Ali Labbaf Khaniki , Fateme Taroodi , Benyamin Safizadeh

We present a general framework for optimizing the Conditional Value-at-Risk for dynamical systems using stochastic search. The framework is capable of handling the uncertainty from the initial condition, stochastic dynamics, and uncertain…

Optimization and Control · Mathematics 2021-02-16 Ziyi Wang , Oswin So , Keuntaek Lee , Camilo A. Duarte , Evangelos A. Theodorou

Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mingcong Li

In this paper, we present a Deep Reinforcement Learning (RL)-driven Adaptive Stochastic Nonlinear Model Predictive Control (SNMPC) to optimize uncertainty handling, constraints robustification, feasibility, and closed-loop performance. To…

Systems and Control · Electrical Eng. & Systems 2023-11-09 Baha Zarrouki , Chenyang Wang , Johannes Betz

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Reservoir computing(RC) is a brain-inspired computing framework that employs a transient dynamical system whose reaction to an input signal is transformed to a target output. One of the central problems in RC is to find a reliable reservoir…

Chaotic Dynamics · Physics 2020-08-26 Jaesung Choi , Pilwon Kim

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

We propose a distributed model predictive control approach for linear time-invariant systems coupled via dynamics. The proposed approach uses the tube MPC concept for robustness to handle the disturbances induced by mutual interactions…

Systems and Control · Computer Science 2016-10-31 Pablo R Baldivieso Monasterios , Bernardo Hernandez , Paul A Trodden