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This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

This paper presents a non-minimal order dynamics model for many analysis, simulation, and control problems of constrained mechanical systems with switching topology by making use of linear projection operator. The distinct features of this…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Farhad Aghili

We study the state consensus problem for linear shift-invariant discrete-time homogeneous multi-agent systems (MASs) over time-varying graphs. A novel approach based on the small gain theorem is proposed to design the consensus control…

Optimization and Control · Mathematics 2017-12-01 Ji-Lie Zhang , Xiang Chen , Guoxiang Gu

The efficient scheduling of multi-task jobs across multiprocessor systems has become increasingly critical with the rapid expansion of computational systems. This challenge, known as Multiprocessor Multitask Scheduling (MPMS), is essential…

Networking and Internet Architecture · Computer Science 2026-02-10 Wenxin Li

We introduce the implicit processes (IPs), a stochastic process that places implicitly defined multivariate distributions over any finite collections of random variables. IPs are therefore highly flexible implicit priors over functions,…

Machine Learning · Statistics 2019-05-29 Chao Ma , Yingzhen Li , José Miguel Hernández-Lobato

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…

Numerical Analysis · Mathematics 2018-09-07 Emre Mengi

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

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

This paper presents a hierarchical decision-making framework for autonomous systems operating under uncertainty, demonstrated through autonomous driving as a representative application. Surrounding agents are modeled using Hybrid Markov…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Siyuan Li , Chengyuan Liu , Wen-Hua Chen

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

The problem of controlling hybrid dynamical systems using model predictive control (MPC) is formulated and sufficient conditions for asymptotic stability of a set are provided. Hybrid dynamical systems are modeled in terms of hybrid…

Optimization and Control · Mathematics 2026-04-27 Ricardo G. Sanfelice , Berk Altin

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

In this paper, we present a data-driven model predictive control (MPC) scheme that is capable of stabilizing unknown linear time-invariant systems under the influence of process disturbances. To this end, Willems' lemma is used to predict…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Christian Klöppelt , Julian Berberich , Frank Allgöwer , Matthias A. Müller

An efficient representation of observed data has many benefits in various domains of engineering and science. Representing static data sets, such as images, is a living branch in machine learning and eases downstream tasks, such as…

Systems and Control · Computer Science 2018-09-28 Friedrich Solowjow , Arash Mehrjou , Bernhard Schölkopf , Sebastian Trimpe