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Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

This paper studies the data-driven control of unknown linear-threshold network dynamics to stabilize the state to a reference value. We consider two types of controllers: (i) a state feedback controller with feed-forward reference input and…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Xuan Wang , Duy Duong-Tran , Jorge Cortés

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

We consider the problem of learning a realization of a partially observed dynamical system with linear state transitions and bilinear observations. Under very mild assumptions on the process and measurement noises, we provide a finite time…

Machine Learning · Computer Science 2024-09-26 Yahya Sattar , Yassir Jedra , Sarah Dean

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…

Optimization and Control · Mathematics 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

We study in this paper the problem of adaptive trajectory tracking control for a class of nonlinear systems with parametric uncertainties. We propose to use a modular approach, where we first design a robust nonlinear state feedback which…

Systems and Control · Computer Science 2015-09-28 Mouhacine Benosman , Amir-massoud Farahmand , Meng Xia

Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…

Optimization and Control · Mathematics 2026-02-18 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

In recent times, a variety of Reinforcement Learning (RL) algorithms have been proposed for optimal tracking problem of continuous time nonlinear systems with input constraints. Most of these algorithms are based on the notion of uniform…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Amardeep Mishra , Satadal Ghosh

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Hongyu Zhou , Yichen Song , Vasileios Tzoumas

Real-time reconstruction of conditional quantum states from continuous measurement records is a fundamental requirement for quantum feedback control, yet standard stochastic master equation (SME) solvers require exact model specification,…

Machine Learning · Computer Science 2026-03-06 Priyanshi Singh , Krishna Bhatia

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

We study feedback motion planning for continuous-time stochastic nonlinear systems under signal temporal logic (STL) specifications. We propose a framework that synthesizes control policies for chance-constrained STL trajectory optimization…

Robotics · Computer Science 2026-05-05 Liqian Ma , Zishun Liu , Glen Chou , Yongxin Chen

We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…

Machine Learning · Computer Science 2021-11-22 Yahya Sattar , Samet Oymak

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

We develop a learning-based control algorithm for unknown dynamical systems under very severe data limitations. Specifically, the algorithm has access to streaming and noisy data only from a single and ongoing trial. It accomplishes such…

Systems and Control · Electrical Eng. & Systems 2021-12-30 Franck Djeumou , Ufuk Topcu

We present a scalable algorithm for learning parametric constraints in high dimensions from safe expert demonstrations. To reduce the ill-posedness of the constraint recovery problem, our method uses hit-and-run sampling to generate lower…

Robotics · Computer Science 2019-10-09 Glen Chou , Necmiye Ozay , Dmitry Berenson
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