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In this paper, we propose a novel framework for approximating the explicit MPC law for linear parameter-varying systems using supervised learning. In contrast to most existing approaches, we not only learn the control policy, but also a…

Machine Learning · Computer Science 2019-06-21 Xiaojing Zhang , Monimoy Bujarbaruah , Francesco Borrelli

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Verena Häberle , Adrian Hauswirth , Lukas Ortmann , Saverio Bolognani , Florian Dörfler

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

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

Reinforcement Learning has been able to solve many complicated robotics tasks without any need for feature engineering in an end-to-end fashion. However, learning the optimal policy directly from the sensory inputs, i.e the observations,…

In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…

Dynamical Systems · Mathematics 2021-01-22 Ci Chen , Lihua Xie , Yi Jiang , Kan Xie , Shengli Xie

In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Tochukwu Elijah Ogri , Muzaffar Qureshi , Zachary I. Bell , Rushikesh Kamalapurkar

We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman's "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Raman Goyal , Ran Wang

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental…

Machine Learning · Computer Science 2022-04-20 Yifei Xu , Jianwen Xie , Tianyang Zhao , Chris Baker , Yibiao Zhao , Ying Nian Wu

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Sebastian Kerz , Johannes Teutsch , Tim Brüdigam , Dirk Wollherr , Marion Leibold

Modeling how a robot interacts with the environment around it is an important prerequisite for designing control and planning algorithms. In fact, the performance of controllers and planners is highly dependent on the quality of the model.…

Machine Learning · Computer Science 2020-03-03 Clark Zhang , Arbaaz Khan , Santiago Paternain , Alejandro Ribeiro

The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an…

Machine Learning · Computer Science 2021-01-21 Philippe Casgrain , Anastasis Kratsios

Event-triggered control strategy is capable of significantly reducing the number of control task executions without sacrificing control performance. In this paper, we propose a novel learning-based approach towards an event-triggered model…

Optimization and Control · Mathematics 2024-01-02 Yuga Onoue , Kazumune Hashimoto , Akifumi Wachi

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

This paper presents a tractable framework for data-driven synthesis of robustly safe control laws. Given noisy experimental data and some priors about the structure of the system, the goal is to synthesize a state feedback law such that the…

Optimization and Control · Mathematics 2023-03-17 Jian Zheng , Tianyu Dai , Jared Miller , Mario Sznaier

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

This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Bo Cheng

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Jan Olucak , Walter Fichter , Torbjørn Cunis
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