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Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

Systems and Control · Electrical Eng. & Systems 2023-05-18 Astghik Hakobyan , Insoon Yang

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Yuan Tan , Jun Yang , Wen-Hua Chen , Shihua Li

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…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

The performance of a conventional model-based controller significantly depends on the accuracy of the modeled dynamics. The model of a plant's dynamics is subjected to errors in estimating the numerical values of the physical parameters,…

Optimization and Control · Mathematics 2017-06-14 Mohammad Reza Amini , Mahdi Shahbakhti , Selina Pan

This is the last part of four series papers, aiming at stabilization for signal-input-signaloutput (SISO) linear finite-dimensional systems corrupted by general input disturbances. A new observer, referred to as Extended Dynamics Observer…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Hongyinping Feng , Bao-Zhu Guo

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Panagiotis Kounatidis , Andreas A. Malikopoulos

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

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…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

Dynamic Traffic Assignment (DTA) provides an approach to determine the optimal path and/or departure time based on the transportation network characteristics and user behavior (e.g., selfish or social). In the literature, most of the…

Systems and Control · Computer Science 2017-08-15 Tarikul Islam , Hai L. Vu , Manoj Panda , Nam Hoang , Dong Ngoduy

We present a novel dual control strategy for uncertain linear systems based on targeted harmonic exploration and gain-scheduling with performance and excitation guarantees. In the proposed sequential approach, robust control is implemented…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Janani Venkatasubramanian , Johannes Köhler , Julian Berberich , Frank Allgöwer

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

This paper presents a joint optimisation framework for optimal estimation and stochastic optimal control with imperfect information. It provides a estimation and control scheme that can be decomposed into a classical optimal estimation step…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Karim Dahia , Bruno Hérissé , Frédéric Jean

This paper proposes Select-Data-driven Predictive Control (Select-DPC), a new method for controlling nonlinear systems using output-feedback for which data are available but an explicit model is not. At each timestep, Select-DPC employs…

Systems and Control · Electrical Eng. & Systems 2025-05-23 Joshua Näf , Keith Moffat , Jaap Eising , Florian Dörfler

Sliding mode control (SMC) is a robust and computationally efficient model-based controller design technique for highly nonlinear systems, in the presence of model and external uncertainties. However, the implementation of the conventional…

Optimization and Control · Mathematics 2018-05-18 Mohammad Reza Amini , Mahdi Shahbakhti , Selina Pan

Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…

Methodology · Statistics 2014-10-29 Quentin Clairon , Nicolas Brunel

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

The aim of this manuscript is to approach by means of first order differential equations/inclusions convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the…

Optimization and Control · Mathematics 2020-05-21 Sandy Bitterlich , Ernö Robert Csetnek , Gert Wanka

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer