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We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…

Optimization and Control · Mathematics 2021-09-21 Christoph Mark , Steven Liu

Uncertainty from renewable energy and loads is one of the major challenges for stable grid operation. Various approaches have been explored to remedy these uncertainties. In this paper, we design centralized or decentralized state-feedback…

Systems and Control · Computer Science 2019-07-17 Ahmad F. Taha , Mohammadhafez Bazrafshan , Sebastian Nugroho , Nikolaos Gatsis , Junjian Qi

We introduce a density-power weighted variant for the Stein operator, called the $\gamma$-Stein operator. This is a novel class of operators derived from the $\gamma$-divergence, designed to build robust inference methods for unnormalized…

Machine Learning · Statistics 2026-05-26 Shinto Eguchi

This paper presents a novel approach to addressing the distributionally robust nonlinear model predictive control (DRNMPC) problem. Current literature primarily focuses on the static Wasserstein distributionally robust optimal control…

Optimization and Control · Mathematics 2023-04-18 Zhengang Zhong , Jia-Jie Zhu

The effects of model parameter uncertainty on traffic flow control problems have recently drawn research attention. While the uncertainty in fundamental diagram related parameters has been investigated in the past, few articles have focused…

Optimization and Control · Mathematics 2021-03-09 Hao Liu , Christian Claudel , Randy Machemehl , Kenneth A. Perrine

We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Yu Chen , Yuda Li , Shaoyuan Li , Xiang Yin

A novel adaptive control approach is proposed to solve the globally asymptotic state stabilization problem for uncertain pure-feedback nonlinear systems which can be transformed into the pseudo-affine form. The pseudo-affine pure-feedback…

Systems and Control · Computer Science 2016-09-29 Mingzhe Hou , Zongquan Deng , Guangren Duan

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Qi Li , Ye Shi , Yuning Jiang , Yuanming Shi , Haoyu Wang , H. Vincent Poor

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

We consider distributionally robust optimal control of stochastic linear systems under signal temporal logic (STL) chance constraints when the disturbance distribution is unknown. By assuming that the underlying predicate functions are…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas , Sadegh Soudjani

In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under…

Optimization and Control · Mathematics 2017-06-08 Tomasz R. Bielecki , Tao Chen , Igor Cialenco , Areski Cousin , Monique Jeanblanc

We propose a distributed model predictive control approach for linear time-invariant systems coupled via dynamics. The proposed approach uses the tube MPC concept for robustness to handle the disturbances induced by mutual interactions…

Systems and Control · Computer Science 2016-10-31 Pablo R Baldivieso Monasterios , Bernardo Hernandez , Paul A Trodden

This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable generation as well as its tractable exact reformulation. The…

Systems and Control · Electrical Eng. & Systems 2022-08-17 Youngchae Cho , Insoon Yang

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

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…

Machine Learning · Computer Science 2024-02-05 Luca Della Libera , Jacopo Andreoli , Davide Dalle Pezze , Mirco Ravanelli , Gian Antonio Susto

In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…

Optimization and Control · Mathematics 2025-05-06 Ariel Neufeld , Julian Sester

The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Joshua Pilipovsky , Panagiotis Tsiotras

A new framework is developed for control of constrained nonlinear systems with structured parametric uncertainties. Forward invariance of a safe set is achieved through online parameter adaptation and data-driven model estimation. The new…

Systems and Control · Electrical Eng. & Systems 2020-06-01 Brett T. Lopez , Jean-Jacques E. Slotine , Jonathan P. How