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In this work, we develop a method based on robust control techniques to synthesize robust time-varying state-feedback policies for finite, infinite, and receding horizon control problems subject to convex quadratic state and input…

Optimization and Control · Mathematics 2023-10-19 Dennis Gramlich , Carsten W. Scherer , Hannah Häring , Christian Ebenbauer

We have recently constructed a piecewise quadratic Lyapunov function to prove the boundedness of the reachable values set of piecewise affine discrete-time systems. The method developed also provided an overapproximation of the reachable…

Optimization and Control · Mathematics 2016-03-04 Assalé Adjé

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

Machine Learning · Computer Science 2025-12-19 Michal Koren , Or Peretz , Tai Dinh , Philip S. Yu

We propose a two-phase systematical framework for approximation algorithm design and analysis via Lyapunov function. The first phase consists of using Lyapunov function as an input and outputs a continuous-time approximation algorithm with…

Optimization and Control · Mathematics 2022-09-08 Donglei Du

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

Current work in explainable reinforcement learning generally produces policies in the form of a decision tree over the state space. Such policies can be used for formal safety verification, agent behavior prediction, and manual inspection…

Machine Learning · Computer Science 2021-02-26 Nicholay Topin , Stephanie Milani , Fei Fang , Manuela Veloso

We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates design and operational phases, which are represented by a mixed-integer program and discounted-cost…

Optimization and Control · Mathematics 2024-03-25 Seth Brown , Saumya Sinha , Andrew J Schaefer

In this paper, we introduce a data-driven framework for synthesis of provably-correct controllers for general nonlinear switched systems under complex specifications. The focus is on systems with unknown disturbances whose effects on the…

Systems and Control · Electrical Eng. & Systems 2024-06-17 Ibon Gracia , Dimitris Boskos , Luca Laurenti , Morteza Lahijanian

Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Saber Omidi , Marek Petrik , Se Young Yoon , Momotaz Begum

This paper presents adaptive robust quadratic program (QP) based control using control Lyapunov and barrier functions for nonlinear systems subject to time-varying and state-dependent uncertainties. An adaptive estimation law is proposed to…

Optimization and Control · Mathematics 2020-10-21 Pan Zhao , Yanbing Mao , Chuyuan Tao , Naira Hovakimyan , Xiaofeng Wang

A controller synthesis method for state- and input-constrained nonlinear systems is presented that seeks continuous piecewise affine (CPA) Lyapunov-like functions and controllers simultaneously. Non-convex optimization problems are…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Reza Lavaei , Leila Bridgeman

We consider inexact policy iteration methods for large-scale infinite-horizon discounted MDPs with finite spaces, a variant of policy iteration where the policy evaluation step is implemented inexactly using an iterative solver for linear…

Optimization and Control · Mathematics 2024-04-10 Matilde Gargiani , Robin Sieber , Efe Balta , Dominic Liao-McPherson , John Lygeros

Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty associated with unknown parameters, we take a Bayesian approach…

Machine Learning · Computer Science 2025-10-02 Xiaoshuang Wang , Yifan Lin , Enlu Zhou

Motivated by the post-disaster distribution system restoration problem, in this paper, we study the problem of synthesizing the optimal policy for a Markov Decision Process (MDP) from a sequence of goal sets. For each goal set, our aim is…

Systems and Control · Electrical Eng. & Systems 2024-04-09 İlker Işık , Onur Yigit Arpali , Ebru Aydin Gol

Despite substantial improvement in the development of forecasting approaches, conditional and dynamic uncertainty estimates ought to be accommodated in decision-making in power system operation and market, in order to yield either…

Applications · Statistics 2018-08-20 Faranak Golestaneh , Pierre Pinson , Hoay Beng Gooi

Imitation learning is a paradigm to address complex motion planning problems by learning a policy to imitate an expert's behavior. However, relying solely on the expert's data might lead to unsafe actions when the robot deviates from the…

Robotics · Computer Science 2024-11-06 Amin Abyaneh , Hsiu-Chin Lin

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist…

Machine Learning · Statistics 2022-11-07 Chengchun Shi , Jin Zhu , Ye Shen , Shikai Luo , Hongtu Zhu , Rui Song

Memoryless and finite-memory policies offer a practical alternative for solving partially observable Markov decision processes (POMDPs), as they operate directly in the output space rather than in the high-dimensional belief space. However,…

Machine Learning · Computer Science 2025-12-15 Roy van Zuijlen , Duarte Antunes

A promising step from linear towards nonlinear data-driven control is via the design of controllers for linear parameter-varying (LPV) systems, which are linear systems whose parameters are varying along a measurable scheduling signal.…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Chris Verhoek , Jaap Eising , Florian Dörfler , Roland Tóth
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